To double-click means to left click twice on an item quickly. Double-clicking can be tricky when you're not used to it. It is mainly used to open files, folders, and applications.
Try double-clicking on the items to right. You'll know when you have done it correctly as the item will be ticked. Double-clicking takes a bit of practice, so don't worry if you don't get it first time!
Google Chrome
My Documents
Microsoft Word