With the term 'Others' we refer to all information that a database can contain that are not database Tables. Most objects do not contain DATA, but various types of code and 'rules' that control what the Server will do with the data in certain contexts.
The most important of these objects are Views, Stored Procedures, Functions, Triggers and Events. With SQLyog you can work with them all. To create, modify or drop these objects use the menu item Others. You may also use the context menu of the 'parent object' (that is a database for Views, Stored Procedures, Functions and Events and a table for Triggers).
In this context we also classify Columns and Indexes as 'Others'. Whenever a Column or Index is selected in the Object Browser the Others menu will give you the same options as the context menu of that Object.