A power amp is just that, an amp and nothing else. A power amp can be used to power just about any passive speaker. So generally what happens are two scenarios either
Live Sound (like at a bar or stadium or arena or....):
All the mics feed back to a mixer. The mixer feeds output to a power amp. The power amp feeds the speakers. No power amp and the speakers make no sound.
Studio Sound
We record something to tape/hard disk and now we want to listen to it. If your speaker do not have their own power (like the Mackie HR824s, Event 20/20bas, etc) then you need an amp to run your passive speakers. So you output form the tape deck/ sound card. Then that goes to the power amp. The power amp then goes to the speakers.
What might make more sense to you is to think about a guitar amp. A guitar amp is really 3 pieces in the same box.... a preamp, a power amp, and a speaker. The preamp gives you gain (a lot gain gives you distortion). The power amp gives you volume. The speaker converts from electricity to air movement.
Make more sense? This is very simplified and you will have setups with a lot more components to it, but hopefully this give you the idea.
The next question is, why in the world woul dyou ver want a power amp and not an all in one unit? Flexibility. It is the same reason you would want to but separate cymbals for drums, or pickups for a guitar... maybe you need 1 million watts of power or 100. A separate power amp lets you build a system to your needs.