Blind and Buried vias are useful for very dense and space-constrained designs.
A blind via is one that is drilled from either the Top or Bottom layer but does not go through the entire board.
A buried via is one that is drilled between internal layers (ie. it does not connect to the Top or Bottom layers).
You can configure which layers the via is drilled between in the Depth section of the Via Inspector (hit the 'V' key).
The Connected Layers section specifies which layers shall have a pad around the hole.