Purge is an expert wind spell, which removes the latest debuff from a player. Purging refers to the act of using purge.
You need to have a staff equipped to use purge. To purge yourself, right-click the icon twice. To purge someone in your party, right-click the icon and click on person's name in the party window. To purge any other player, select them (click on that person), right-click the purge key, and press <Space>.