Attaching a keyboard and mouse makes it more powerful. Choose yes, and your phone's screen becomes a touchpad so you can manipulate the OS on the big screen to display documents, or play music or video, for instance. Plug your Lumia 950 or Lumia 950 XL into the front of the Display Dock, and some sort of monitor into the back, and a message pops up on your phone asking if you want to switch into Continuum mode. On the back, there are three USB-A ports, a USB-C port for power, an HDMI out, and a full-sized DisplayPort connector. On the front, there's a USB-C port that connects to your phone. This solid little cube measures 2.5 by 2.5 by 1 inch (HWD) and weighs 8.1 ounces, and it's absolutely covered in ports. The Microsoft ones are much more compact which is also a result though the HP USB-C adapter is useful for situations needing a really long cable (it works fine with my 950XL, just not the dock).The $99 Microsoft Display Dock HD-500 is a better option. Odlly the HP bundled USB C adapter doesn't work with the dock (it just flashes a red light) but the microsoft ones do and naturally will directly charge the tablet too. I've tried a USB-C to USB and pass through charging adapter in the past and it didn't work so was pleasantly surprised to see it charge at all through the Continuum dock. Charging is more trickle charge at about 1/5 to 2/5 the rate vs directly connecting the adapter and at worst it holds a steady state but very useful particularly if doing a clean install at some point without hoping the battery lasts long enough. The USB ports work and I've used HDMI over USB (not tried the display port but assume that will work given the HDMI does). It is recognised as the Microsoft Display Dock in device manager so they seem to have baked the drivers into full Windows too.

Microsoft display dock for continuum