Most Source Insight users make use of standard libraries, such as the C/C++ runtime libraries, or the standard Java packages. In order for Source Insight to provide symbol completion, and other symbolic features for standard libraries, you need to setup separate projects for those libraries. Source Insight will resort to searching these common projects if a symbol cannot be found in your current project.
The Setup Common Projects command will help you build projects for those libraries. The projects you build are added to the project symbol path, so Source Insight can provide symbol completion and other symbolic features for those libraries from within your own projects.