Can anybody please explain this statement written on this link
Invoke(Delegate):
Executes the specified delegate on the thread that owns th
It means that the delegate will run on the UI thread, even if you call that method from a background worker or thread-pool thread. UI elements have thread affinity - they only like talking directly to one thread: the UI thread. The UI thread is defined as the thread that created the control instance, and is therefore associated with the window handle. But all of that is an implementation detail.
The key point is: you would call this method from a worker thread so that you can access the UI (to change the value in a label, etc) - since you are not allowed to do that from any other thread than the UI thread.