A CDN can deliver various types of content:

Web objects (such as images, graphics, text,scripts and URLs)
Downloadable objects ( video and audio files, software and documents)
Applications (transactional portals, e-commerce, either b2b and b2c)
Live streaming media (HD, flash, silverlight)
On-demand streaming media (HD, flash, silverlight)
Social networks

In summary a CDN makes your users have

the content delivered faster than with the normal internet infrastructure.
a better web experience.
increase customer satisfaction.

and It allows you to:

reduce your bandwidth costs.
maximize your hardware resources.
improve page load times and reduce the bounce rate.
improve your sales conversions.
enhance the global availability of your web content.

And that represent more sales, higher customer satisfaction
and lower costs of both sales and support departments!