The PL Tones allow you to discriminate from different tones while recieving. Most times, you'd want to hear all traffic on that freq, so PL's wouldnt be necessary.
PL is a sub-audible tone that's passed with every transmission by a dept (if enabled).
So if I set a scanner to recieve only 162.2 hz as it's pl, and another dept with a different pl tone transmits, I generally wont hear it.
It can help on days when signals are traveling unusally far, to eliminate radio traffic from areas other than your own.
As far as programming, only the newer scanners are capable of it, and I guess it'd depend on your scanner.