Let's start with English. Even if most foreigners learn a standard version of the language, they still study English culture, to learn how to give words the right meaning. Outside the cultural context, it would be difficult for foreigners to understand the meaning behind phrases like "it's raining cats and dogs" or "fly by the seats of your pants." Similar examples are easy to find in any language.
Let's take it one step further. Just think about the various cultures behind the English language alone. Understanding English-speaking cultures allows foreigners to communicate differently, depending on the country they visit or do business with. Words like 'pants', 'biscuits', 'trainers' or 'football' have different meanings in the US and the UK. It's sometimes hard for English speakers to adapt to these differences. Imagine how hard it would be for foreigners, outside a cultural context. Understanding culture allows foreigners to use the right word, depending on the context. This way, there's less room for misunderstandings and confusion.
To understand culture, you need to go further than textbooks and dictionaries. You can use a wide range of alternative resources to get relevant information about the locals:
Watching subtitled movies or TV programs instead of dubbed ones can give you an accurate image about how native people speak. You'll get to notice particular expressions, accents and tones of voice that will help you understand more about the cultural environment of the language you're studying.
There's a significant difference between what you learn at school and what you find in magazines. This happens because columns stay in line with how people actually speak to each other in everyday life. They respect all grammar rules, but keep a natural voice at the same time.
It remains the most important resource when looking to improve your language skills. You'll not only listen to how natives speak, but you'll get to communicate with them as well. Travelling is the most efficient way of learning a language because it gives you less alternatives.