This is a survey about the title question, written for people who (like the author) see logic as forbidding, esoteric, and remote from their usual concerns. Beginning with a crash course on Zermelo-Fraenkel set theory, it discusses oracle independence; natural proofs; independence results of Razborov, Raz, DeMillo-Lipton, Sazanov, and others; and obstacles to proving P vs. NP independent of str...