What exactly are these types of files? Files in the "Downloads" folder?
apps are apps
compressed files are compressed files
pictures are pictures
audio is audio
etc
the purpose is to remove files that are in your "downloads" folder. if you don't want files in your downloads folder to be deleted then leave the boxes for deleting the various types of files unticked.
personally i use ccleaner's "include" feature to set ccleaner to remove text and log files from the "downloads" folder. i leave the boxes for "windows downloads" unticked.