Features and Sprints relation
This is relevant to you only if you're using Sprints.
If a feature is not assigned to any Sprint, it will be placed in the Backlog. When a feature is in the Backlog - it's considered non-prioritized and you can prioritize it on the Prioritization page.
If a feature was set to be publicly visible - it will become available on the public roadmap. Depending on the assigned sprint it will either be located on the "Roadmap" or the "Backlog" pages of the public roadmap. Read more about it here.