Yeah, anything that your "put in to" or "take out of" your scanner is done via the SD card. In addition to the things mentioned above, it is also the media which can be used for updating firmware.
One of the biggest benefits of the SD card is for mobile scanners mounted in vehicles. In the old days, one would have to get a laptop to the vehicle and connect it to the scanner (most connections were awkward to get to). Nowadays, you can pop out the SD card, bring it to the computer used for programming and insert it into the computer card reader. A whole lot easier.