The Philidor Countergambit is a way to ruffle White's feathers when you're facing a 1.e4 kind of attack. 3...f5 can be a shock to the system and most likely not what White was expecting. Normally he be prepared for something like 3...exd4, 3...Nf6, 3...Nd7, 3...Bg4 or even 3...Nc6.
3...f5 takes some courage to play. After all you're really weakening the light squares around your King who is no closer to castling. The a2-f8 and h5-e8 diagonals are now both open highways to your King.
If you get something passive from White like 4.Bd3, 4.Bg5 or 4.Nd2 then your move has paid off with a good position. However, better more testing moves, like 4.dxe5 or 4.exf5, breaking the tension, or calmer developing moves like 4.Bc4 or 4.Nc3, could put you on the back foot.