By clinking the left mouse button while pushing SHIFT key, a word or sentence pointed by the mouse cursor is picked up.
In an edit window appeared, by pushing [Copy], the word or sentence is copied to Windows' clipboard and then you can consult its meaning by a suitable dictionary or paste it to an editor.
If the word or sentence has a special meaning defined by Windows such as URL, an executable file or a graphic file etc., pushing [Execute] makes Windows handle it suitably. For example,
http://akagi.ms.u-tokyo.ac.jp/ftp.html#TeX
means to jump there by WWW browser,
mailto:dviout-admin@akagi.ms.u-tokyo.ac.jp
means to execute a program to write a mail and
c:\tmp\picture.jpg
means to display this picture if it exists.