DI (Direct Injection) boxes will take a line level signal (such as the output of a keyboard) and step it down to microphone level. Line level devices operate at a higher voltage than microphones, so if you plugged a line level device directly into microphone socket (assuming you could magically connect the two) you'd overload and clip the microphone input amplifier.
If your board (or snake) has line level inputs (e.g. 1/4" sockets) you can plug your line level device directly into the board. Otherwise you need DIs.