multiple INSERT

Hello everyone!
I have readen in the doc of PostgreSQL that we can insert several tuples
in a table at one time.
But it is said that the tuples to insert must be the result of a SELECT.

Could someone explain me what is the advantage of that technique ?
Because if I have to build a temporary table before being able to
perform multiple INSERT, I work 2 times more, isn't it ?
Or perhaps does it exist a way to perform multiple insert without build
a temporary table; something like :
INSERT INTO table
VALUES(...,...,...),
VALUES(...,...,...);
I really need your advice!
Thank you all,
Sincerelly, Renaud THONNART