Light Probes provide a way to store the light information in the empty spaces throughout the scene. The light probes are positioned by spheres and connected lines between them in the scene window.
At runtime the light that hits dynamic game objects is applied using the information in the nearest light probe. The most easy example is how an object changes between light and shadows or the color bouncing.
In order to create light probes you have to go to Hierarchy > + > Light > Light Probe Group.
Then you can select edit and start moving the probes around the scene.