Annuals are plants that complete their life-cycle in one growing season. Many of them are exotic tender perennials that are unable to survive cold winters. There are a few reasons why one might use annuals in a garden: they give you long periods of colour; they can be used to fill in the gaps around perennials that are not yet mature; and they are used for pots and hanging baskets.
To make the most of your exotic annuals it is best to start growing them indoors from seed (about six weeks before last frost) and then move them outside when the weather warms up. Avoid double flowered and sterile cultivars. Here is a list of annuals that have some wildlife benefit.