The Cooling Bridge is a cooling system that sits directly onto the Raspberry Pi GPIO pins, and onto the pi-top Hub. When the pi-top starts to work very hard, it produces heat and this heatsink cools it down.
Each pi-top  comes with a Thermal Pad attached to the heatsink of the Cooling Bridge to work with the Raspberry Pi 3B+, older models of the Raspberry Pi would require the thicker Thermal Pad to be affixed on the Cooling Bridge.
The Cooling Bridge improves the efficiency and stability of the Raspberry Pi. It also allows your projects to ‘talk’ with pi-top’s brain so that you can build your own electronics using the Raspberry Pi and pi-top products seamlessly.
Always remember to turn off your pi-top when making any changes to your hardware.