Curtain Mode blocks or conceals the display on the computer Screens is connected to. It's useful if you don't want the remote user to see what you're doing (e.g. entering a password or editing a sensitive system file).
This is what people in front of the remote Mac will see (the text is user-customizable).
In Screens, you will see the remote desktop.
You may enable Curtain Mode and customize the displayed text in your saved screen settings, under More Settings.
Note: This feature depends on macOS' native Screen Sharing service, and so is available only when connecting to a Mac.
Note that Curtain Mode may cancel any On-Disconnect Actions sent to the remote Mac.