Captain Cabeca's engaging in some classic pirate behaviour - digging for buried treasure!
This part of the game acts as a tutorial, teaching you the controls that you'll be using.
You need to find the treasure that he's seeking on this island by using everything that Cabeca's brought with him - even if it seems useless at first glance.
Unlike normal walkthroughs, in Nice Game Hints you can select just the puzzle you want hints for. Here are listed the puzzles for "Captain Cabeca's Introduction" in Cleo - A Pirate's Tale. The guide you choose only contains information about that puzzle, reducing possible spoilers for other puzzles.