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pg_quote quotes a string and escapes single quotes and backslashes within the string, making it safe for inclusion into SQL statements.
If a connection is provided, the connection is used to customize the quoting process for the database referenced by the connection.
If the [-null] option is provided, then if the text matches the null string (either the empty string, or the null string specified in the connection) then the SQL keyword NULL is returned, rather than a quoted string.
If you're doing something like
pg_exec $conn "insert into foo values ('$name');"
and name contains text includeing an unescaped single quote, such as Bob's House, the insert will fail. Passing value strings through pg_quote make sure they can be used as values and stuff in PostgreSQL.
pg_exec $conn "insert into foo values ([pg_quote $name]);"
...will make sure that any special characters that occur in name, such as single quote or backslash, will be properly quoted.