The ability to claim a lead ensures that agents take ownership over the leads they are working with. With the auto-claim feature, it's even simpler. As an admin, you decide when and why a lead should be automatically claimed. Let's have a look at the settings:
Go to Manage > Settings > Workflow Settings
Go to Claiming to see the options:
Auto claim on Winner
Auto claim when scheduling
Auto claim when postponing
You can then decide on when a claim should expire, this is done to ensure agents work on the leads and don't hoard them. Note they are only expired x days after the lead becomes due.
You can disable the automatic release of leads as well, which will depend on your workflow.
Once you're happy with the selection click Save.