There are different purposes why to prune bonsai trees. The most obvious one is that you want to keep your tree small and proportional compared to the real thing.
Trees are also being pruned to generate new shoots on the inner parts of the branches (backbudding) and to let more light into the crown so that the leaves or needles stay healthy. With conifers often the new shoots (candles) need to be pruned to avoid growing twigs that are too long.
By pruning the apex of the tree, which develops more rapidly, you will stimulate the lower parts of the tree to generate more leaf growth. This will also stimulate the trunk base to thicken as the lower branches have more green and act as sap pullers.
In short there are 3 types of pruning:
Pruning a pine tree
Pruning a maple