The energy bar is the thing in the top right of the game window. It has 5 charges and gains one back every 30 minutes, meaning it takes 2 and a half hours to go from empty to full.
A charge gives you the opportunity of opening a chest after a match.
The bar is also filled upon leveling up.
So that screen is basically asking if you want to refill the bar for 99 f’eez (the diamonds) or just continue without getting any chests.
Clarity edit: if you were instead questioning what the vault is, it is where you choose your chest.