The liquid and dry malt extracts are your main sources of sugar for the yeast to eat and turn into alcohol. They're made from grain (the way all-grain brewers do it), then deyhdrated/concentrated into a liquid or powder form. They can also add flavor and color, which may be why you have both dry and liquid forms. The liquid may be an amber extract, and the dry just for sugar content (a guess).
The caramel malt is considered a specialty grain. By steeping the grain in hot water, you release starches from the grain (assuming the grain is crushed to release the endosperm from the husk), as well as extract flavor and color from them.
In a full all-grain mash, these starches are converted to sugars by enzymes. However when steeping just your crystal malt, it lacks the "diastatic power" (the ability of the grain's enzymes to convert starches to fermentable sugars) to fully convert the starch.
The temperature of the mash also affects this conversion, and a steep will not usually hold optimum temperatures like an all-grain mash would. Most steeping instructions I've seen call for bringing the water to a boil, shutting off the heat and dropping the grain bag in to steep.
So those factors, combined with the fact that the kit probably only has a small amount of grain, is why I originally said the crystal malt would add no fermentable sugars. I should have said they would not contribute significantly to the fermentable sugar content, to be more precise.
re-edit for clarity, with thanks to Denny and baka for good info and links in the comments: caramel malts undergo a process that converts some of its starches into sugars, so even during a steep without any other grains, those sugars will be dissolved into the wort, and some of those sugars are fermentable. My text above stands for other specialty grains that don't have the diastatic power to convert their own starches, so I will leave the answer as-is.