If you check the option "Remove the chosen data on Target Device before copy", the current contents on your devices will be cleaned up. For example, when you try to transfer contacts form Samsung to iPhone, the current contacts on the iPhone will be removed if you tick the option. However, it won't delete other files such as photos, music, videos, etc. on your iPhone.
Before selecting this option, please make sure that the data on target phone is useless or you have backed up. Otherwise, you will lose the data forever.