Dynamic interceptors are a feature that allows users to manipulate data and generate side effects on specific events in Unity. They are essentially a piece of javascript code, which is stored as a record in Advanced Configuration and is dynamically loaded when you have an active interceptor.
This javascript code is an exported function that will be called when a specific event is triggered (what is called intercepted method) and this function will have access to an API according to the given method.
One example is when using Unity inside a CRM, and i.e. when you create a quote, it will be prefilled with CRM opportunity data. Interceptors offer a wider range of possibilities than only filling fields on a CLIC object, so if your use case is only about filling fields please check Visual Mapping.