Suppose we are talking about C major. In this case if we want any sound to be "higher", we use #, if we want a sound to be lower, we use b. If on a given bar we have already altered a sound and we want it back to the key, we use the "natural" accidental for that ♮.
Now, think about F major. In this case B♮ is not the "default" sound for a B according to the key signature. Is B♮ still called "natural" then?