Questions about Matrix4x4

So I’m a little stuck with the Matrix4x4 class. So here are some questions that would really help me:

1) What are Matrix4x4's primary function, to transform Vectors or to hold transform data? 
2) How would I declare a Matrix4x4? 
3) What is the easiest way to fill it with numbers?

You did read this, yes? http://unity3d.com/support/documentation/ScriptReference/Matrix4x4.html

var myMat : Matrix4x4; // js

Matrix4x4 myMat; // c3

See above link which tells of API’s for filling it with common operations.