Yes, you have to solder things to it in order to use it. Here's three examples of ways in which I use the prototyping area:
1) I may find myself wishing the dev board had something extra, that may come in handy in a wide variety of circumstances. Like an extra LED or two. The proto area is an ideal place to put these. I'll solder the LEDs, current limiting resistors, and a male pin header in. The LEDs can then be quickly connected to any MCU pins I want via wire jumpers. It's more convenient and neater than doing the same thing on a separate breadboard.
2) I have a variety of small modules I've built, that communicate via standard protocols like I2C or SPI. I use a standard pinout for these. For I2C, it's GND/3.3V/SCL/SDA. I also have a number of four-wire jumpers premade. By soldering a header in the proto area that brings these signals together and adjacent in the proper order, I can use these existing jumpers, instead of connecting four separate single-wire jumpers; which keeps things neater and easier to connect or disconnect.
3) Occasionally I'll want to make a project permanent. If any additional components will fit in the proto area, I have the option of just soldering them in there, then getting a new dev board if needed. May not always be the most cost-effective way to do things, but it's a time saver.