It is a composite curve created by coping a already existingng curve.
The most frequant use of the composite curve (options approximate) is in the surface modeling.By making a curve with multiple segments composite you eliminate the patches on the surface caused by these multiple segments.
I have that tutorial is from pro-engineer wildfire for designers chapter 14 surface modeling and is cory surfcace and curve tooland isavailable in the edit features toolbar only when a surface is selected.if you send me a e-mail address i'll send you the web site to reach this tutorial.
This feature is the COPY of another feature. The icon generally means a copy of a surface or of an edge. In WF2.0 you won't get this is you copy a sketched curve, curve from equation, a datum feature, or other solid features like a protrusion.
You can see this by selecting any edge or chain of edges and performing CTRL+C then CTRL+V. Or by using edit> feature operations and then moving or mirring the geom. THis also works with surfaces.