The dimples create turbulence in the air surrounding the golf ball. That lets air flow past the surface more easily, which prevents the pocket of low pressure that often occurs behind a fast moving object. (For example, the space behind a large truck on the highway.) That low pressure area creates drag, which causes the object to move slower. On a small scale, such as golf balls, this makes a big difference. A dimpled golf ball can travel as much as three times as far as a smooth one. As you move towards larger objects, you quickly reach the point where the difference is too small to be useful.

As a side note, originally, golf balls were smooth. Players noticed that as they became rough and beat up by use, they would travel farther. Finally, manufacturers started making rough golf balls.