Sections are a way to group different datasets in your search index.
For most customers, sections only come into play in the autosuggest as shown here:
On the left, the "section" is called "Search Suggestions" and returns suggested search terms. On the right, the "section" is called "Products" and returns product listings. Here, a single autosuggest request for the term "apple" hits a single key (that is, a single search index) with those two sections and returns results from both sections.
When setting up an index for autosuggest, search, browse, and recommendations, Constructor will generally create a single index with two sections: "Search Suggestions" and "Products". Autosuggest will use both sections, but in general search, browse, and recommendations will only use "Products".
Unless otherwise agreed upon, Constructor will automatically populate the "Search Suggestions" section based on search behavior on your own site or app that is collected by the Constructor beacon.