It's used to refer to the different levels of a building, like:
* Le premier étage: The first floor
* Le deuxième étage: The second floor
* Le dernier étage: The top floor
Keep in mind that French floor numbering starts with the ground floor as "rez-de-chaussée" (literally "ground level") and counts up from there. So, the first floor in French is actually what we would call the second floor in English.