I just run things on my desktop machine, can't I?

Yes

• The CPUs in a desktop are similar to those in a "supercomputer"

But

• Do you want to run 100%-CPU jobs on your desktop machine?
• Would you like to:
  • Run a dozen or more jobs at once?
  • Run a (parallel) job on 64 or 128 CPUs/cores at once?
  • Use 32 GB RAM?
• What happens if the cleaner unplugs your desktop 90% through a month-long computation?