You can add files to your article and this window let's you display the list of those documents. If a document is a mp3 file, you can add a player to the list to make that file playable. This is a simple window that sometimes comes in very handy.
There are many presets to show your article list. But if you don't like any of those - you can always create your own by selecting the "According to template" option in the Image tab of your article list (Article list > Image position > According to template). You do need to know some html and css to do that though.