This allows you to generate a downloadable HTML file, which automatically runs your code and displays the results. You can open it up in any browser, which makes it great if you made a game and want to download it and play it whenever you want.
Share Code With URL
This allows you to create a link that contains all of your code. You can then send/share this link wherever, and if someone clicks on the link, it will open up this website with your code already loaded into the editor.