The best description of containers is currently in the r110.2 release notes. (The manual will be updated at the next stable release.)
Containers and families are different and used for different purposes. Putting objects in a family won't pick the associated instances from other objects in the family - it just allows you to make events that apply to lots of objects at once (e.g. you can make events for "Enemies" rather than for each individual sprite). Containers on the other hand are for making "composite objects", or objects made out of lots of smaller sprites (such as a turret and tank base making a single tank). Once in a container, picking the base also picks the turret, and vice versa.