CAML is one of the most tricky features for Sharepoint. Having a good knowledge of it is important for doing the things in an easy way but the learning curve is quite a long way.
The best way to explain the CAML role to Sharepoint is a similitude: "CAML is for Sharepoint lists what SQL is for relational database tables"
You can leverage the CAML features in your .Net code through the Sharepoint object model, but sometimes testing your CAML query requires effort to tune-up it.
This tool from U2U is an extension (a solution) for Sharepoint which add a set of functionalities to test your CAML query. It's a cool job!