The main window effectively has a "next" button, but does not show you all the meanings. Whereas the search window shows all the meanings, but has no "next" button. Thus, the "learn" window was created.
The learn window has an additional advantage over the other windows, in that it is smaller. This makes it convenient to iconify the main window, while just displaying the "learn" window in a corner of your screen. In that way, you can have the character sitting in your peripheral vision at all times.
Hopefully, this feature will allow for slow "osmosis" of Kanji characters ;-)