The term "Roux" comes from France. It is a method or technique of cooking butter and flour in order to obtain a thick paste/custard which is the starting point for various sauces, such as becamel.

Water roux is the same thick paste but this time with flour and, you guessed it, water instead of butter. How it works is we cook the water and flour only until 65 degrees Celsius, stiring constantly, until it forms a custard like consistency; then leave it to cool down completely before incorporating it into the rest of our ingredients. 

Cooking the water with the flour leads to the gelatinization of starch and this, in turn, helps the dough to form a stronger and denser gluten network. This not only offers the final product a surprising and attractive fluffy consistency, but it also increases its shelf life. And due to its emulsifying property, the amount of eggs replacement or fat can be reduced, obtaining a mega fluffy dough with minimal ingredients. 

I used the water roux method recently for my babka recipe. Be sure to check that out for ingredients and steps. I encourage you to experiment and use this method for any yeasted dough, from sweet brioche bread to cinnamon rolls.