"self-signed" means exactly that -- not signed by a CA.
Certificates are a bit of a misnomer, actually.
What a certificate actually is, is a public key, that is then signed by someone else's private key.
However, a self-signed certifcate is just a public key signed by it's OWN private key.
You use the "CA Cert" section when using someone like GoDaddy's certificate services, where you need to upload an "intermediate" certificate, since GoDaddy's root cert is not installed in most browsers.
Since GoDaddy's root cert is actually signed by another organization, in order to have browsers recognize it, you have to pass the intermediate cert down the line.