Split tunneling allows you to be connected to the the VPN tunnel and at the same time to the public internet.
Only the traffice that needs to go via the tunnel is routed that way, all other traffic goes via the 'normal' network route.
The benefit is that you can be simultaneously connected to the CloudGate via the tunnel and to the internet via the normal network.
The support for the feature depends upon the operating system used and needs to be in most cases configured.
Windows 7 and 10: Native support
IOS: Native support
Android: No native support