Consider what would happen if, late at night, you noticed a building on fire. Hopefully, you would dial 911 or a similar emergency number. You would inform the dispatcher of the fire, and the dispatcher would, in turn, contact and "activate" a number of firemen. The firefighters would then rapidly go to work pouring water on the fire, setting up roadblocks and the like. They would also probably activate other "players", such as police and fire investigators that would come in later to try and determine the cause of the fire. Importantly, once the fire is out (or the building totally destroyed), the firemen go back to the station and to sleep.
Sex hormone-binding globulin (SHBG) is thought to mainly function as a transporter and reservoir for the estradiol and testosterone sex hormones. However it has also been demonstrated that SHBG can bind to a cell surface receptor (SHBG-R). The SHBG-R has not been completely characterized. A subset of steroids are able to bind to the SHBG/SHBG-R complex resulting in an activation of adenylyl cyclase and synthesis of the cAMP second messenger.  Hence the SHBG/SHBG-R complex appears to act as a transmembrane steroid receptor that is capable of transmitting signals to the interior of cells.