Adding weight as you are knitting can insure the correct formation of stitches. Some stitch patterns require more weight than others and using weights efficiently is a skill that is obtained with practice.

Claw weights are generally used with single bed knitting and the "claws" are inserted directly into the knitting, (often at the edges of the knitting) to help the edge stitches knit properly. The weights are moved up as the knitting grows. (No, they won't damage your knitting)

Blog: About weights for machine knitting