An MCB provides protection against overload, either simply drawing too much current, or a short circuit.
However, there is another type of fault that an MCB will not protect against. If a person touches something live, e.g. a damaged cable or a faulty appliance and completes a circuit to earth, then the amount of current that will flow through them is more than enough to kill, but nowhere near enough to trip even the smallest MCB to cut off the supply.
An RCD monitors the currents flowing in the live and neutral conductors, so if somewhere in the circuit some current is leaking to earth, e.g. through a person, it will detect that there is a difference between the current flowing out on one conductor and back on the other, and it will trip.
The idea is that the level, and speed, with which it trips are such that injury is prevented. The normal RCD rating, as found in CUs and individual RCD sockets is 30mA, and an RCD is supposed to trip at that level of imbalance in 300ms, although typically the time is around 100ms.
In a CU, the RCD will protect a number of circuits - either some or all depending on whether the board is a split-load or not.
You can get devices which combine the functions of both an RCD and an MCB, i.e. provide overload and fault protection to a single circuit - they are used in place of an MCB, and are called RCBOs (Residual Current Breaker with Overload).
Sockets which can reasonably be expected to supply equipment outdoors should have RCD protection - that's generally interpreted to mean those on the ground floor, and, obviously, any actually outside, or in garages, sheds etc. However, it is also generally accepted that it's a useful safety measure to have all sockets with RCD protection.
The reason for not having everything on an RCD is that there are some circuits where the risk of contact is very low (e.g. lighting) and the inconvenience of losing the circuit due to an earth fault somewhere else is high (e.g. lighting) or dangerous (e.g. fire & smoke alarms).
In an ideal world your CU wouldn't have an RCD in it - you'd use RCBOs for each individual circuit that you wanted protected, but that gets expensive...
The last 2 statements notwithstanding, if you happen to have what's called a TT supply, i.e. one where you have your own earth rod, not an earth supplied by the electricity company, you do have to have your whole installation protected by an RCD with a 100mA rating, and often a time-delay built in, as well as all of your sockets having the normal 30mA protection.
