The Setup window displays the Experiment Overview of the current Project. I.e. in it is definable which experiment with which Vocabulary on which objects (e.g. screenshot) you want to run. Generally, you would do such a task rather during the Setup-step of your project.
1: The experiment with which you want to carry out the Classification.
2: The Object defined in the selected Experiment. Select one (e.g. “Global”) to define the Targets on which you want to classify this Object (3) and the Vocabularies you want to use therefore (4).