When you receive the SSL certificate, you install it on your server. You can install an intermediate certificate and establish the credibility of the SSL certificate by linking it to the root certificate of the CA.
The root certificate is self-signed, which forms the foundation of public key infrastructure (PKI) based on X.509 PKI, and HTTPS supporting secure web browsing and electronic signature scheme depends on the root certificate. In other applications of X.509 certificate, the hierarchical structure of certificate proves the validity of issuing certificate. This hierarchy is called the certificate "trust chain".