What is purpose of a sauna?

I workout everyday and yes, sometimes I'm sore. I was told if I'm sore go sit in the sauna for 10 minutes after workouts. I did today, and even did the hot shower/cold shower thing afterwards, but I don't feel any different. I'm still sore. Am I doing something wrong? I don't understand what sitting in a 140 degree room is going to do.

the great purpose of the sauna is to sweat a lot , is for relaxer and to open you capilar pores also is good for your skin , please don't try that thing about sauna + cold shower , you need to wait a like 30 minutes to do that