In knitting it is relatively common to knit through the back loop to produce a twisted stitch, but it is less common to purl through the back loop. But don't worry; it's not difficult to purl through the back loop.
Usually when purling you work with the front part of the stitch, the part that is facing you and closest to you on the needle. When you purl through the back loop, you do exactly the same steps as regular purling, but you work with the part of the loop that is on the back of the needle.
The key to doing this properly is to make sure you're entering the back of the stitch from left to right when working the stitch to get the right twist. You'll also sometimes see instructions that indicate going through the stitch from right to left, which still makes a twist and is somewhat easier to perform. As long as you're consistent it probably doesn't matter which technique you use.
This produces a twisted stitch and is used in the twisted stockinette stitch.