Messages are is used to manage customised locale messages .This is particularly and is particularly useful when you need to use a custom label in your forms, for adhering to certain locale.
Note that if you would like to import PO file, you can do it at System Settings > Manage Messages instead. : Managing messages at Application level should only be done if you need to use custom messages that are not applicable to other applications.
Import PO File
You can perform an Import PO File by going to System Settings > Manage Messages.