Embedding a calling convention specifier in a function pointer allows you to use that calling convention when calling functions through that pointer. __stdcall is the calling convention used to call Win32 API functions.
The benefit of specifying it in a function pointer is being able to match a different calling convention according to your code's needs (e.g. when loading an external library's function via late binding). Library headers should specify them as a good programming practice.
There's a caveat though: if you embed a wrong calling convention in a function pointer, the compiler might be powerless to help you detect that and you might end up doing bad things at runtime.