They give the flat textures that are projected onto the spherical models in Celestia the sense of altitude and depth. A good example is Earths mountains. Some textures have shadows in them from the begining so they give he illusion of bumpmaping. But real bumpmaping adds to this. It normaly isn't very visible from directly above but as texture moves from light to dark you can see shadows form in the mountains and valleys. With out bumpmaps alot of the worlds of Celestia would look very flat.
Take a look at these pictures. The first is woithout bumpmaping.
And now with bumpmaping.
You can see there is a great diference between the them. In the simplist of terms bumpmaping makes a flat 3D surface even more 3D by giving it real texture to the textures. I hope this answers your question.