When you brake, the pedal pushes hydraulic fluid through your brake lines to push on the pistons in your brake calipers, which in turn pushes your brake pads into your brake rotors, and that friction between your pads and rotors is what causes you to decelerate. That friction is converting your kinetic energy into heat, and that heat is absorbed by the rotors, which then release that heat into the air.
With day to day normal driving and the braking that goes along with it, you typically don't have to try and stop or slow down from a high speed to low speed in a short distance, which means that you are not generating a large amount of heat for the rotors to absorb, and your rotors also have ample time to shed whatever amount of heat they have taken in.
During more aggressive driving situations, or when you're on the track, your brakes are going to be seeing much larger amounts of heat caused by frequent hard braking in short periods of time. Your rotors can only hold so much heat capacity before they reach their limit, and once that limit is reached, trouble starts to happen. If the rotors are maxed out as far as heat capacity, that heat has to go somewhere, and that somewhere is the rest of your brake components. If you overheat your brakes, you risk damaging your seals, drying out the lubricants, glazing the brake pads, and boiling your brake fluid. The net result of that damage is that you will have significant reduction in your braking ability, to the point that your car may be considered too unsafe to drive until the problems are fixed (by replacing damaged seals, reapplying lubricants, replacing the brake pads, and doing a complete flush and fill of the brake fluid).
Rotora's Big Brake kit helps to prevent dangerous brake system overheating and the subsequent resulting damage, as well as noticeably improve your overall braking performance. Larger, forged aluminum brake calipers with more pistons (that are sequentially sized) will give you stronger clamping forces with longer brake pad life, and their larger than stock slotted rotors not only give more leverage for the calipers and pads to generate more braking force, they also give the rotors the ability to store more heat in them and shed that heat faster.