This is a process where milk is brought just under the boiling point. This happens when small bubbles start appearing around the edge of the surface. The pan is then taken off the heat immediately, to avoid full on rolling boil. This used to be done to kill bacteria in the milk and an enzyme that would prevent thickening during cooking. As raw milk is rarely used and the milk we buy these days is pasteurised, no need for this step. However, if milk is used in bread making, warming it up does make it easier to melt the butter and dissolve the yeast (bearing in mind that boiling liquid will kill the yeast). This step is also useful when infusing milk for desserts like custards or panna cottas and for savoury sauces like béchamel.