Pressure can come in various forms. Force(ear pinch, electric collar stimulation, heeling stick, etc), voice volume, even attrition. It is important because it teaches a dog to think through difficult situations(distractions, factors like wind, scent, terrain, suction of an old fall, etc) and still perform reliably. As far as teaching a dog to turn off pressure, I started first with leash pressure. Pull up on the leash when you want the dog to sit. The instant their butt touches the ground, release leash pressure. When we started collar conditioning, I started with the Here command. I had the collar on a low level with the dog on check cord I would put her on remote sit and command "Here" and start continuous stimulation with the collar simultaneously while pulling her to me with check cord. The instant she got to my side, I would release collar stimulation. Didn't take her long to figure out how to turn it off. We then proceeded to sit and then heel, which had already been established on lead. Hope this helps.