TURN is a last resort, used only if all other methods failed.
TURN is a relay approach to connect client and server together, where
openttd.org (by default) is the middleman.
It is very unlikely either the client or server cannot connect to
the STUN server, as they are both already connected to the Game
Coordinator. But in the odd case it does fail, estabilishing the
connection fails without any further possibility to recover.
In this mode you do register to the Game Coordinator, but your
server will not show up in the public server listing. You can give
your friends the invite code of the server with which they can
join.
We often ask people for their openttd.cfg, which now includes their
passwords, usernames, etc. It is easy for people to overlook this,
unwillingly sharing information they shouldn't.
By splitting this information over either private.cfg or secrets.cfg,
we make it more obvious they shouldn't be sharing those files, and
hint to what is inside them.