The OnPageLoad event fires when a page loads in the prototype. This feature was designed primarily so that dynamic panel states could be set on the load of a page based on how the prototype user reaches the page. However, there are more applications such as launching a popup window when the page is loaded.
The interactions for a page are defined in the Interactions pane within the Page Notes pane and by default contains the OnPageLoad event. Cases are added to this event similarly to adding cases to events on widget interactions.
OnPageLoad on Masters
The OnPageLoad event is also available on masters. This event fires when a page that contains the master is loaded. If there the OnPageLoad on the containing page has Cases defined, the will be performed first.