I don't understand the main function of the Parzen Window
Let $u=[u_1, u_2,..., u_d]$ and define a window function
$φ(u)=\left\{ \begin{array}{l l} 1 & \quad \text{$|u_j|<\frac{1}{2}$ , $j=1,2,...,d$}\\ 0 & \quad \text{otherwise} \end{array} \right.$
What exactly it means?
I found lots of presentation on the internet, so please do not direct me to one.