Humidity / Drip trays are important to use with Bonsai Trees for the following three (3) reasons:
1 - Since all bonsai pots have holes in the bottom for drainage, the humidity / drip tray will protect the surface of whatever you are putting the tree on (windowsill, table, etc.)
2 - You should leave a little water in the tray all the time so that as the water in the tray evaporates, it will create a constant humid environment for the tree and help offset the loss of transpiration (which is the loss of moisture through the leaves.)
3 - Instead of taking the tree to the sink to water it, you can simply water the tree in place. When watering in this way, pour water on top of the decorative pebbles slowly until it penetrates the soil and the excess water comes out of the holes in the bottom of the pot. This method of watering is particularly convenient for larger trees.