At the very beginning of the novel, Dan Brown presents the Priory of Sion as an actual organized group whose origins date back to the beginning of the last millennium. This group is meant to be a secret society of a theosophical nature whose task is to safe-keep the Holy Grail. In Brown's words, the Priory of Sion is the basis of his research and that it is factual
"a European society founded in 1099, a real organization"
According to The Da Vinci Code, only highly illuminated and well-connected men were able to serve as Grand Masters of the organization. The Grand Masters hence hold all of the great historical secrets that only a very powerful few can possess as part of a world-wide powerful connection. This is where Da Vinci comes in, since he is supposed to have been one of those Grand Masters during his time. Sauniere, the curate of the Louvre who is first killed moving the plot forward, is (as of the beginning of the novel) the Grand Master of the Order at that point and for this reason he is a sought-after man by the rivals of the Priory.