The Quick Access Toolbar is part of the Ribbon Menu interface, and is documented there, but because of its usefulness it needs special mention.
It allows buttons or selections from the Ribbon Menu that the user considers most useful for a window to be moved to a separate toolbar. Right-click on a button that you would like to be in the QAT and pick the Add to Quick Access Toolbar option. To remove it from QAT, right-click on the button in the QAT and pick the Remove from Quick Access Toolbar option. This customization is done per window type - so, for example, if you customize QAT on a chart, all charts will have those selections on the toolbar.
Here is an example for QAT on a chart window - the user chose to move the Frequency selection and the Indicators button to the QAT for easy access even if the Ribbon Menu is hidden.
You can also choose to show the QAT below the ribbon (it's an option when you click the QAT Menu Button), as shown in the example above.