i was just wondering why an allen wrench is included with the guitars i buy.
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If it's a big one it will be for adjusting the truss rod should you need to.

If it's a smaller one there are any number of things it could be.
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is there a locking nut on them? could be one reason. not sure what else.
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if your guitar has a floyd rose with a locking nut, then it will come in handy.
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I know what you mean, it'll be for the truss rod. If you had a floyd you'd know what it was for
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What they are for has been explained here above.
What you should do with them depends. A lot of budget guitars come with tools that should be binned right away. Good tools should have the name of the maker stamped on them, as well as the size and a number refering to an industrial standard. Here in Europe this would be DIN 911. In America probably SAE and some number. If there's no marking on the tool, or it reads only irrelevant information like 'drop forged' or 'chrome vanadium', it's fit for assembling flat pack furniture, not for adjusting your guitar. Replace it before you try to use it. The best professional quality allen wrench costs a few dollars at most, while a rounded out hex on the truss rod can set you back hundreds more, so it's a sensible investment.
(Of course the tiny one for the saddle pieces is too small to have markings. You can replace it as well, though the little maggot screws can be turned easily and remain accessible even if damaged. It's the 4mm wrench that is important)
My LTD guitar came with a big allan wrench and a smaller one. The big one is for the truss rod and the smaller one is to adjust the height of the saddles on the vintage trem bridge.