It's worth checking in the chip data sheet to see if you need the capacitors. The chip I'm using doesn't need capacitors externally - they are integral to the chip and, by setting the appropriate register, you can select the value of the capacitors to suit different crystals.
Why would you use a 32.768 kHz crystal? They are slow so can use very little power. Most quartz watches use them so they are small, plentiful and cheap (and most quartz watches will run for a year or more on a tiny battery).
If you have an application that needs to be low powered (perhaps running from a battery) but which can't be switched off (which would lose the contents of RAM), and if continual fast processing isn't required, a 32.768 kHz crystal can keep the microcontroller ticking over keeping time. They are (or can be depending on crystal) highly accurate, again as per quartz watches. You run slowly on the quartz crystal keeping time or whatever, then when an event occurs you wake up and process instructions using the DCO (running at a faster speed) to do some intensive fast processing of the event, and then go back to running from the 32.768 kHz crystal again.
One period of the crystal (one count of, say, a timer running from it) is around 30.5 microseconds (1 / 32768) so that is the best timing resolution you can get from them. It is a bit slow to act as a clock source for the processing core if serious computation is involved so is normally used to increment a timer peripheral. A count of 32768 cycles equals a second.
The reason it's not already on the board is because, probably (I don't know the board) the pins could be used for another purpose, perhaps as general purpose I/O if you wanted. So it's not already soldered on to allow you a choice of what you want to use the pins for.