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.
Some of the modules in Cornerstone can combine content of "simplier" modules. Articles can contain videos, pictures and even questionnaire forms, that are stored in particular modules. Shop items can store pictures in the Images module, and articles in a linked article module.