The library can be used to add features like sorting, pagination (with length change feature), scrolling, and filtering/searching to a table. To enable those, check the corresponding checkboxes on the table’s “Edit” screen.
Even more features for the DataTables JS library can be added to TablePress via so-called TablePress Extensions.
You may decide for each table individually whether you want to use the DataTables library for it (see the section Table Options for more), and you can select the desired features individually.
You can add custom commands or parameters from the DataTables Documentation into the “Custom Commands” text field. You can also use certain Plugin Hooks in a custom plugin to add your own commands. See the TablePress Extensions for some examples.