The humidity tray is used to create a better environment for any Bonsai tree in order to thrive. It allows for the humidity to stay up when you are not sure if your tree needs it as well provides a more tropical climate. The tray is used to catch over flow of water as well to keep from damaging where it is placed in your home or office.
Keep in mind although it allows for a better environment of your tree keeping it filled with water will not actually provide a sufficient water source for your Bonsai. Make sure to water your Bonsai thoroughly through the soil and drain it as necessary when needed.