The point of it
The idea is to be able to see a list of the search-word forms and for example export the list to a spreadsheet. Useful if you are using mixed search-words in the same concordance.
How to do it
With a concordance on screen, choose View | Search-word | Copy to Set column.
and you get something like this, where each search-form is shown in the Set column.
See also: Set column