When you add a field to a Query, it defaults to Show the field. This means it will visibly appear if used in Views based on the Query.

If you want the field included in the Query, but not shown, uncheck the Show checkbox.

Example usages:

Helping with sorting

If you have a Table with field "Firstname" and "Surname", and you want to display the record as "Firstname, Surname", but order by Surname, and then by Firstname, you would add fields in this order:

Surname (sort ascending, don't show)
Firstname (sort ascending, do show)
Surname (sort ascending, do show)

Helping with links

If you have a Table with a Name field on it, which links to a destination specified in another field, Destination, you want to show the Name field, but not the destination:

Name (on-click link to Field: Destination, do show)
Destination (don't show)