Messages is used to manage customised locale messages and is particularly useful when you need to use a custom label in your forms, for adhering to certain locale.
After managing your messages here, see Hash Variable - App Message to append the i18n labels in your app.
Managing messages at Application level should only be done if you need to use custom messages that are not applicable to other applications.
Figure 1: Properties & Export - Message
Import PO File- Import a .po file to the App.
Generate PO File- Generate a .po file of selected locale in the App.
Add Message - You may add your own message key value into your App.