Here you will add all the climate & environment devices in your home. By this we mean the actual sensors and switches--not the control systems. The control system (AprilAire, Lutron, Vantage, X10, etc.) is added on the interface page first. Then you add the actual thermostats, thermometers and other such devices here. You can have a mix of systems (Lutron and X10, for example). For whatever interfaces you added, you will be able to add the devices here. Pools, jacuzzis, sprinklers, and weather stations are also treated as climate/environment devices.
The Controlled VIA selection is where you choose what control system is controlling this device. You will also have to supply parameters specific to your type of control system, such as the house code for X10 devices, or the Channel for Lutron Radio RA.
Some devices may not need any control system since they may have their own RS232 or Ethernet port. These devices do not require an interface--you can add them directly here. You could also add generic relay-type devices here that use an interface module like the gc100.