"Having" + past participle means that the person(s) being referred to have done the action of the verb. So you use it when you what to express this meaning.
'Having lived in London, I know its climate very well.' means that I have lived in London, so I know its climate very well.
'Having seen him work, we know the job will take him a lot longer than he said it will.' means that we have seen him work, so we know that the job will take a lot longer than he said it will.
Please ask again if you are not clear.