To convey information from receptors in the periphery of the body to the brain and spinal cord.
Human is anatomically divided into two pain parts : Central nervous system and Peripheral nervous system. The diagram below shows the divisions of nervous system :
The sensory division is a part of peripheral nervous system, it runs from sensory organs to the CNS (brain and spinal cord). The sensory division collects information (touch, pain, pressure, vision, taste etc) from outside (somatic sensory) and inside (visceral sensory) of the body and carries them to the CNS.