The second screen invites you to enter some details about your location. These are not compulsory but your data, particularly the barometric pressure, will be improved if you do. Height above sea level can be gleaned from an Ordnance Survey map - it will show the height with the contours of the land.
If you have internet access and you live in the UK, you can find the maps and your latitude and longitude on either Streetmap.co.uk or Multimap.com by entering your postcode.
There is also space here to tell the program the type of weather station you have. Choose the station and the COM port to which it is connected. If you are using a USB-serial converter cable, it is likely to be on COM9 or higher - the system will give you the choice of whichever ports are available.
If you do not have a weather station, tick the 'Manual entry only' box to disable the automatic data functions. Internet resources will still be available.