SGE is a graphic library for the excellent Simple DirectMedia Layer (SDL) library (mainly) written by Sam Lantinga.
So, why use SGE? Well, SDL is a low level API and if you don't want to spend time writing your own graphic functions (put pixel, line, circle...) you could use SGE instead.
Some of SGE:s features are:
Pixel operations
Clipping
Lines, circles and other figures (with antialiasing and alpha blending)
Rotation and scaling of surfaces
Palette functions
TrueType/Bitmap/SFont font functions
Basic 2D collision detection
Sprite classes
Basic texture mapping
Filled and gourand shaded polygons (with antialiasing or alpha blending)