CAPTCHA stands for "Completely Automated Public Turing test to tell Computers and Humans Apart"; it is used as a challenge-response to ensure that the individual submitting information is a human and not an automated process. Typically, a captcha is used with form submissions where authenticated users are not necessary, but you want to prevent spam submissions.
Captchas can take a variety of forms, including asking logic questions, presenting skewed fonts, and presenting multiple images and asking how they relate. The Zend\Captcha component aims to provide a variety of back ends that may be utilized either standalone or in conjunction with the Zend\Form component.