The link Billy provided discusses the color theory behind "triads", which is excellent info.
On a more practical basis, however (and I'm probably being "Captain Obvious" here), the model paint manufacturers know that many of us do NOT have a color theory background - we just want to paint our miniatures. So they have put together groupings of similar colors together, in "triads", so we have a base color, a shadow, and a highlight, all without having to mix them ourselves. If used straight from the bottle, rudimentary shading can be accomplished. With a little mixing, five shades can be made, thus making the blends "better". Add a darker color (let's say black), and the deeper shadow is possible; same foe adding white to the lightest shade. Use the complimentary colors from the color wheel, and all sorts of variations can be developed. As a marketing approach, it is a good move on the part of the paint manufacturers. For those new to painting, the combinations can be a godsend. Experienced painters, or those of us who's paint collections rival our grey armies (raise you/our hands!), likely have many/most of the applicable shades, but the groupings into 3s (or 6s for the Andrea or Scale75 color sets) still make a lot of sense. Hope this helps.
