This documents help you understand feed through capacitors more clearly.

1. What are feed-through capacitors used for mostly？
A feed-through capacitor refers to the bulkhead capacitor.
Feed-through capacitors provide a low impedance path to ground for high frequency
signals. This allows any undesirable high frequency noise to bypass the functional
circuit.
They also act as small power supplies laid out all over a PCB. So, after the initial
power up, this allows current to be transferred from the capacitors to the components
that need the power, rather then having the current travel all the way from the power
supply to the component needing the power. This not only provides cleaner energy for
the component that needs the power, but it also reduces the number of large current
loops traveling through the whole PCB.
For a filtering type it gives you a very low inductance to ground allowing for much
better insertion loss at high frequencies. At high currents even a small amount of
ground lead inductance is significance when the circuit DC resistance is extremely
low.