What is a JUNCTION BOX for?

The simple definition is a junction box is where wires are connected together, and the answer is, it depends on the installation, how long of cord is on the light you bought, code issues, etc.
 
Thank you for your answer I am in Mexico so codes are not clear regarding private pools.
I am buying an intellibrite LED pool light white 300 W equivalent with a 50 foot cord And 100watt transformer

I am very weary about electricity in the pool so I want to do things right

What the construction guy showed me is like a box made of PVC. But I think that's not it because the one I saw from Pentair it is like brass constructed
 
The light junction box is there to keep pool water from filling the entire conduit or even flowing out of the pool via the conduit. It serves both as an electrical connection spot and an air gap. That's the reason it is normally installed above the maximum water level.
 
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