I don't mean to be rude asking this question, I know that the theory of Lie groups and Lie algebras is a very deep one, very aesthetic and that has broad applications in various areas of mathematics and physics. I visited a course on Lie groups, and an elementary one on Lie algebras. But I don't fully understand how those theories are being applied. I actually don't even understand the importance of Lie groups in differential geometry.
I know, among others, of the following facts:
If $G$ and $H$ are two Lie groups, with $G$ simply connected, and $\mathfrak{g,h}$ are their respective Lie algebras, then there is a one to one correspondance between Lie algebra homomorphisms $\mathfrak{g}\rightarrow\mathfrak{h}$ and group homomorphisms $G\rightarrow H$.
The same remains true if we replace $H$ with any manifold $M$: any Lie algebra homomorphism from $\mathfrak{g}$ to the Lie algebra $\Gamma(TM)$ of smooth vector fields on $M$ gives rise to a local action of $G$ on $M$.
Under some conditions like (I think) compactness, the cohomology of $\mathfrak{g}$ is isomorphic to the real cohomology of the group $G$. I know that calculating the cohomology of $\mathfrak{g}$ is tractable in some cases.
There is a whole lot to be said of the representation theory of Lie algebras.
Compact connected centerless Lie groups $\leftrightarrow$ complex semisimple Lie algebras
How do people use Lie groups and Lie algebras? What questions do they ask for which Lie groups or algebras will be of any help? And if a geometer reads this, how, if at all, do you use Lie theory? How is the representation theory of Lie algebras useful in differential geometry?