Feature releases—more commonly known as R-releases—present new features to the 4D suite with every RX release). These features can range from added file/data type support for certain parts of 4D, such as the addition of the .sjs format in 4D View Pro in v20 R2, to the implementation of entire classes, like the FileHandle class back in v19 R7.
These new features only carry over to subsequent R-releases and are not added to the LTS versions of 4D (a.k.a., "Dot" versions) until the next major release; in other words, if you would like to use the WebSocket class in v20 R2 but would like to keep running your database on the LTS track, you must wait until v21 is released in the future. This feature would only carry over to v20 R3, v20 R4, and so on until v21 is fully-developed and made available.
Although a production version of an application must stay on the LTS track, it can be a good idea to learn and experiement with R-release features as they come out, in order to prepare for the next major LTS release.
Release notes can be found on the following documentation page: https://doc4d.github.io/docs/next/Notes/updates/#4d-v20x.
You can also find in-depth articles on specific features in the 4D Blog website: https://blog.4d.com.