This is an advanced feature for serious marketers. It allows you to add retargeting pixels from advertising platforms (like the Facebook Pixel, Google Ads Tag, LinkedIn Insight Tag, etc.) to your short links.
When a user clicks your link, the pixel fires and adds that user to a custom audience in your ad account. You can then run highly-targeted ad campaigns specifically to people who have already shown interest by clicking your links. This dramatically improves your ad performance and return on investment (ROI).