Not everyone who comes to New Zealand wants to stay there permanently. The immigration laws facilitate this through a number of different visas. Which one you apply for will depend on what you plan to do when you get to New Zealand.
They include work visas if you want to come to work on a temporary basis. They are also often used as the first step to gaining a residency visa. Other types of visa available are student visas for people coming to study in New Zealand, and visitor visas for people coming on holiday, on business, or to visit friends or family.