Teams are how you can change who can see a given record. By default, each user's Team is set to <everyone>, meaning all of your CRM Desktop users can see the records. If you'd like to change the default team for a user, this article will help you change that setting.
The user can change their default team, by going to Tools > Options > Default team
Administrators can also change default team for users by going to Tools > Admin > User Management, double-clicking on the user they wish to change, and selecting a different Default Team.