What exactly is a B-roll?
In news media B-roll is typically background footage - things like showing the President walking to the Oval Office, or all the world leaders milling about at G20 for the photo shoot - shown while the reporter talks about the actual story. Some businesses might even produce some B-roll to distribute to news media as part of their public relations.
In terms of entertainment media (movies and TV shows), the B-roll is a collection of shots from the film that has been released to TV stations so they can included sequences while reviewing the show or playing audio from an interview with the actor(s) and/or production crew. Radio stations can also use the audio from the B-roll to slice into their reviews/interviews.
B-roll can also mean any kind of background shot or sequence that can be edited into a movie (things like a sunset, or crowd scene).
Wikipedia - B-roll
In film and television production, B-roll, B roll, B-reel or B reel is supplemental or alternative footage intercut with the main shot. The term A-roll referring to the main footage has fallen out of usage.
The clip you linked to also has a title card:
This material is specifically intended to be used in edited stories promoting the film and is not to be presented, at any time, as stand alone material. It must be edited into a larger piece.
What purpose does it serve in the production of a movie?
It is for marketing and media purposes. B-roll can also be used by movie or show editors to fill in around shots (like a crowd scene, or other background activity) to enhance the story depicted in the main scenes.
Do all (or most even) movies have B-rolls?
Probably most (if not all) of the major movies would have a B-roll that the studio distributes to TV and radio networks.