In Keynote, what are chapters and how do I create them? I would like to know what chapters in keynote are and how you generate them. 

NOTE: I first encountered these options when I made a keynote recording and it asked me stuff about making chapters.

An other application where I encountered the chapter option was in podcast producer where it askes me if I want to integrate chapters.

I am trying to make a podcast. Inserting chapters like the ones found in some youtube videos would be great for making it easier for the audience to skip stuff they already know.
Chapters in an audio recording are exactly like chapters on a DVD. Many podcasts use chapters in the audio file to allow the listener to listen to specific topics or sections of the show. If you made a keynote podcast about programming an iOS app, you could chapter each project, or a unique aspect of using Xcode, or more.