CodeIgniter Controller Constructor
the constructor is magic Literally its called a magic method. what makes the constructor cool is that it will do things for you BEFORE any of the methods. So if you have an admin class, and someone should be logged in in order to access it - you can check for login in the constructor and bounce them out if they are not authorized.
in the constructor you can load the models, libraries, helpers, etc that your class needs, and they will be available for any method in the class.
you can load in variables that are used by methods. this is really useful for models.
Well, that's a more general PHP question. Anyway, yes, the magic method __construct() is called (automatically) upon each instantiation of the class, as you can see in the manual: http://www.php.net/manual/en/language.oop5.decon.php
Usually, in CI is not necessary to call a constructor, unless you actually want one. In the example you posted, the code loads the helper on every instantiation of the class - which is the same as loading the helper in every method, just saves a lot of typing and ensures it's not forgotten. You can alternatively put the library/helper/model you want to have alywas loaded in the respective autoload array in config/autoload.php (check "autoloading" in CI's manual)
Once you define a constructor in your child Controller you're compelled to call the parent constructor (of the mail CI_Controller class), because there is where the main CI object is created and all the classes are loaded, and you need those in your child controller too; if fail to do so your child class will construct separately and won't inherit.
I hope I made myself clear, english is not my mothertongue :)