Figurines are collectible items that you can use as a "character" when playing your games. Once you equip a figurine, it will replace the one you have previously selected (or Deluxe, if it is the first figurine you equip).
Each time you land on a purple box containing a question mark (?), you will be able to answer a question on a specific topic. Each topic will be a themed goal; the purpose is that you complete the progress bar of the objective, to get the figurine corresponding to it.
You can view figurines in your "Collection" and also equip the one you want, as long as you have already completed the corresponding objective to obtain it.
In the "Goals" section, in the "Themed" section, you will be able to see the goals in progress and what you need to complete them.