We are listed some of the points for when we use the Salesforce Data Loader:

• The Data Loader is supported for loads of up to 5 million records, but if you have a need to load more than 5 million records, then we especially recommend you to work with a Salesforce partner or for easy way is to visit the AppExchange zone for a suitable partner product. 

• You need to load into an object that is not yet supported by the import wizards.

• You want to schedule regular data loads, such as nightly imports.

• You want to export your data for backup purposes.

• Salesforce Data Loader is a very important tool. For example, we have a lot of records and needs to load 50,000 to 5,000,000 records then we will use the Data Loader tool.