Auxiliary verbs offer a variety of perspectives on the event, state, etc. denoted by the main verb in the verb phrase. Traditionally, auxiliary verbs are divided into three subclasses; primary auxiliary verbs, modal auxiliary verbs, and marginal (or semi-) auxiliary verbs. The division is based partly on meaning and partly on grammatical properties of the three types.
In addition to altering the meaning of a verb phrase, auxiliary verbs also play two important purely grammatical roles in English. First, they are necessary for forming clauses negated by not. Thus, when used to negate a clause, not must be placed immediately after an auxiliary verb, as illustrated in the following examples (with the verb phrases highlighted):
(1) Bill will leave very early in the morning.
(2) Bill will not leave very early in the morning.
If no auxiliary is present, English requires the insertion of do to fulfil this requirement:
(3) Bill liked his mother's new coat.
(impossible: *Bill liked not his mother's new coat.)
(4) Bill did not like his mother's new coat.
The second important grammatical role of auxiliaries is to switch places with the grammatical subject in most types of questions, as in the following examples, where Bill functions as the subject.
(5) Bill will leave very early in the morning.
(6) Will Bill leave early in the morning?
(7) When will Bill leave?
Again, if no auxiliary is present, English requires the insertion of a form of the verb do to form these types of questions:
(8) Bill liked his mother's new coat.
(9) Did Bill like his mother's new coat?
(10) What did Bill like?
For more details on the use of do as an auxiliary, see the following link.