When you are creating a model from a digital dataset, it is always possible that objects are duplicated. If they are completely superimposed, you can't see this on the Graphical Screen.
'Check for Duplicate Objects' will identify these and you can choose to select all but the most recent duplicate or all but the oldest duplicate. Once selected, you can edit them. You might choose to delete the unwanted duplicates, or maybe shift them to a new location.
It may not matter if some objects are duplicated, but for road segments and the like, it could mean that calculated noise levels are inexplicably high, so it is always worth doing this check before undertaking large calculation runs.