When Entourage is configured to connect to an Exchange account, it uses LDAP to talk to the directory server. Generally if you are outside the office network, you can not connect to the Global Address List without first making a VPN connection into the network.
OWA GAL Search allows Entourage to search the Global Address List using the Outlook Web Access. As long as you have Entourage configured correctly, and can connect to your email account using the web, Entourage can lookup email address for you.
See the included ReadMe for full details.