The term 'Clipless' sounds misleading as your shoe does indeed clip in to these pedals. The term comes from when the changeover from toe clips to clipless arrived back in the early to mid 80's. Back then we had a metal or plastic clip that bolted to the pedals with a leather or synthetic strap running through the pedal and the top of the clip to lock our feet in. This is still used in track racing on velodromes today. When the new pedals called 'clipless' pedals arrived they, like the modern versions, had no toe clip bolted to the pedal or the strap. The cleat clips in these days. So due to no toe clip curling over your shoe, the pedals are called 'Clipless' pedals.

Clipless pedals and shoes are a definite advantage to the cross country or trail rider. They help the rider to ensure more of their effort is transfered into the pedals and therefore the rear wheel.

Clipless pedals and shoes also help to control the bike more effociently. However, if not properly adjusted they can also be inefficient. Whether you use clipless or not, the most efficient setup is when the axle of the pedal is slightly behind the ball of your foot.
The solid sole stops energy being lost as your foot flexes and bends. Instead the stiff sole and cleat concentrates your pedalling stroke into the axle of the pedal. If you do have clipless pedals and shoes then it may be beneficial to get them adjusted by someone who knows how to do it properly.