The green squares in the program are obstacles. They are randomly placed in the world and a source square 'S' and destination 'D' are chosen. Note that there may not actually be a path from source to destination, which is fine as it shows how the different algorithms handle that situation. The numbers indicate which cells have been checked and the distance of that cell from the source, according to the algorithm. Having randomly generated a maze (or dead-end set), each algorithm is given a working copy of it and run simultaneously, side by side. Along with the number of cell checks tracked at the bottom, this really goes to show how much faster A* generally is compared to Lee's.
The algorithms can be viewed step by step to give an animated look at what is going on, or just calculate the whole thing and display the result. You can download the .exe file to run the program yourself here.