Classical information theory, a cornerstone of artificial intelligence, is fundamentally limited by its local perspective, often analyzing pairwise interactions while ignoring the larger, hierarchical architecture of complex systems. Structural entropy (SE) presents a paradigm shift, extending Shannon entropy to quantify information on a global scale and measure the uncertainty embedded in a system's organizational hierarchy. Although its applications have broadened significantly from its origins in community detection across diverse AI domains, a systematic synthesis of its theory, computational methods, and applications is currently lacking. This survey provides a comprehensive overview of SE to fill this critical void in the literature. We offer a detailed examination of its theoretical foundations, computational frameworks, and key learning paradigms, with a focus on its integration with graph learning and reinforcement learning. Through an exploration of its diverse applications, we highlight the power of SE to advance graph-based analysis and modeling. Finally, we discuss key challenges and future research opportunities for incorporating SE principles into the development of more interpretable and theoretically grounded AI systems.