Locked CVX gives voting weight for Curve & f(x) Protocol Gauge Weights votes, among a lot of other things listed on the “Lock CVX” page.

Those Curve & f(x) Protocol Gauge Weights votes take place every two weeks, and receive external incentives through the third-party Votium and VoteMarket platforms: when you vote for incentivized pools, you earn rewards. Have a look at those Gauge Weights votes to learn more!