Entry Points are groups of categories and it allows you to have different landing options for the Assets widget. For example, you've created two different Assets pages. You can only show the logos of the company for the first Assets page and name it "Logos". For the second one, you can only add the pictures from the events and call the page "Events" and so on.
To have a clear understanding, we suggest you check the 21st video about adding and managing pages.