Primer is used before any makeup products like foundation , concealer etc.
You can apply it after moisturizing or toner but before foundation. Makeup primer is used to set the base of eyeshadow, foundation, concealer etc for long. Primer manage excessive shining , smoothen skin.
Especially primer is used to protect your skin from chemical makeup products.
There are so many different types of primer like face primer, eye primer, lip primer, eye shadow primer. And also all in one primer.