CAPS automatically assigns an associated class number for graded sections. For non-graded sections (labs & discussions), pick the graded section you want your section to be linked with. When students register for this class, they first pick a graded section, and then are presented with the non-graded sections with corresponding Class Association numbers.
If your lab or discussion section is linked with all graded sections, pick the 9999 option at the end of the list.