Discourse markers (words like 'however', 'although' and 'Nevertheless') are referred to more commonly as 'linking words' and 'linking phrases', or 'sentence connectors'. They may be described as the 'glue' that binds together a piece of writing, making the different parts of the text 'stick together'. They are used less frequently in speech, unless the speech is very formal.
Without sufficient discourse markers in a piece of writing, a text would not seem logically constructed and the connections between the different sentences and paragraphs would not be obvious.
Care must also be taken, however, to avoid over-use of discourse markers. Using too many of them, or using them unnecessarily, can make a piece of writing sound too heavy and 'artificial'. They are important, but must only be used when necessary.