What that is all about is a way to temporily (!) disconnect the front antiswaybar from the axle for when you are offroading. Disconnecting the front antiswaybar lets the axle move around more easily to improve/increase offroad traction. Disconnecting it when offroad helps a lot on tougher trails but it doesn't usually need to be disconnected for mild trails like fire trails etc.
On the road, it should always be connected.