The line if __name__ == "__main__": checks whether the Python file is being run directly (in which case __name__ is set to "__main__") or imported as a module (where __name__ becomes the module’s name), and if the condition is true, the next line print("Hello, World!") executes, which outputs the message to the console; this structure is useful because it ensures that certain code only runs when the file is executed directly, not when it is imported elsewhere.