The focus feature is applicable on BOARD hierarchies only: it keeps the selection on one entity and resets the selection on all other entities of the same tree/hierarchy.
You can find the focus function in the SCREEN SELECTION window against every entity belonging to a hierarchy/tree.
For example, let's consider a typical hierarchy with Customer at the lowest level and with two aggregating entities "City" and "Customer Type". If you select one City (e.g. London) and one Customer Type (Wholesalers), you will select all Customers of London in the Wholesalers category only.
If you now focus on the entity Customer Type, BOARD will reset the selection on the Customer tree except for the current selection on Customer Type, therefore you will end up with all Customers of type Wholesaler, therefore focusing on the currently active selected members of the entity Customer Type (you won't see Wholesalers in London Wholesalers from all Cities).
Using another example, if you select one Month (e.g. Jan 2017), the selection is also reflected to Year and you'll notice 2017 is selected in the Year entity. If you now Focus on Year, Board will keep the selection on 2017 and reset any time hierarchy selections, resulting in all 12 Months of 2017.