This tool downloads given versions of VEP cache annotation files and makes them available to Ensembl VEP in Galaxy via the "vep_versioned_annotation_cache" data table. You should use the indexed version of the cache files and it is strongly recommended to use the cache files which version number matches the VEP version number. Note that for most genomes there are three versions of cache data available: default, refseq and merged (combining the former two). Choose the one suitable for your usage.
A general introduction to the VEP cache and download links can be found on the official website: https://www.ensembl.org/info/docs/tools/vep/script/vep_cache.html