Both methods will configure the device. You choose the method that's most convenient for you. The JTAG boundry-scan method is popular because it's an industry standard.
Daisy-chain slave serial means you have two or more FPGAs with their configuration pins chained together. You send one long bitstream into the first device, and all the devices get configured. That's conveneint.
You can read more about these options in the "Configuration" chapter of your FPGA documentation. Unfortunately, Xilinx puts this chapter in different books depending on which FPGA you have.