Okay, I created a new doc, made it a pale blue, made a new layer, and a medium brown box on the new layer. By making the FILL 0%, you cannot see the box. But you can apply layer FX and Styles - and they will be seen. The invisible box has a purple Stroke and a huge Drop Shadow applied to it.

Does it make sense now?

There are MANY cool tricks you can do by using this technique - one thing is to create water droplets by using layer styles, and you can save the style to repeat later.

Hope this helps-
-Lew ;-)