In a document you often have floating bodies like figures and tables (i.e. specified by the CaptionTypeMarks parameter). These floats have a caption/title (commands specified by the CaptionMarks parameter). The "Captions" tabsheet will generate a "list of tables" and a "list of figures" (and others if you have specified them in the CaptionTypeMarks). The parameter CaptionTitleMarks will specify the title of the list. Again within brackets the filename and line number of the caption is given. By clicking on the caption the editor will open the file and jump to the correct line number.