the battery powers the board (which is in behind the grips, inside the grip frame). The board is what makes your marker work.
If you do not have the manual, search google for it, then read it over and over until you understand it. Any specific questions after that I'm sure people will be happy to answer for you, but not until you've read that manual.
edit- there you go, Outkastmike was kind enough to post it here for you.
surley people should have to take a test before they purchase any sort for makrer i personally think u should sell that and get your self a splat man it might be more suited to your pea size brain
thats a bit harsh!
maybe he hasnt seen an electro gat before
however you really should have read a bit about them before buying one.
basically you have to have a battery so that the gun can sense a trigger pull and then shoot a paintball. As non mechanical guns use circuit boards to control the firing cycle.