php - I need to know when should i use wp_redirect()?

I am using wp_redirect() to redirect to a URL but it gives me the warning below and does not redirect. When should I use wp_redirect()? And does any one know how wp_redirect() works?

**[Fri Feb 28 03:58:36 2014] [error] [client 127.0.0.1] PHP Warning:
  Cannot modify header information - headers already sent by (output
  started at /home/virgo/public_html/others/sites/wepay/wp-content/
  themes/twentythirteen/header.php:43) in /home/virgo/public_html/o
  thers/sites/wepay/wp-includes/pluggable.php on line 875, referer: 
  http://127.0.0.1/others/sites/wepay/?page_id=15**