The climbing mode means that it only assists on uphill roads, and does not assist on level roads or downhill roads. The purpose is to save power and just make it easier to climb.
Under climbing mode, the kit provides a certain assist grade only if the road is uphill with a slope angle that is above a certain value. The assist grade and the slope angle can be set in the APP. For example, when you set 2 degrees and 80 assist grade, the wheel can give you 80 assist grade when you are on the road with slope angle above 2 degrees.