Issues are created for a build when an Issue Connectors has been setup on a repository and the build has a change set associated with it for that repository. After issue id's have been parsed out of the change set's commit message, the issue is listed in the Issues tab.
Each issue listed displays the issue id which is a link to that issue in your issue tracking system. The Repository User column displays the name of the user who committed the change to repository. The final column shows the name given to the repository in Continua and next to it the repositories change set id of the commit.