The PDF file that is produced by LilyPond contains by default information about the source code. That means, for most musical elements, the PDF viewer will know where it was defined in the source file. Also, for a place in the source file the the PDF viewer can find its place on the PDF.
The reverse point-and-click follows the current caret position. This might be inconvenient in some cases, so you can turn off these feature by unchecking the checkbox. For already opened pages, the caret even follows across different pages.
For smaller modifications (like adding or changing the articulation for a note) it is often convenient to not jump back to the edited document. If you Shift-Click on the note (or choose this feature from the right-click context menu) you open the Edit in place window, when you can just edit the line of the current selection. This makes editing small parts faster and easier.