The data imputation dialog is used to specify the kind of imputation you want to perform.
Numeric measurements can be imputed for latent variables by treating them as missing values.
Numeric values can be imputed for ordered-categorical values. Here is an example that uses a factor analysis model. And here is an example that uses a saturated model. (You can choose to fit a saturated model to perform imputation when you can't think of any other model.)