If it's text mode, use tab to move between controls. If it's the graphical front-end, then you should be able to just click on it.

Whether or not you purchased SLED won't matter for running an appliance built on it - you won't get updates, because that's what the subscription you pay for when purchasing SLED gets you (that and support).

I'd agree with the others, though - if you are unfamiliar with Linux, building it with SUSE Studio is a much less effective way to get started. Grab an openSUSE 12.3 live DVD image from opensuse.org and give that a try instead.