Using this window you can select Cone servers and query them about any information they have on a region on the sky. To select a server just double click on its entry or select its entry and press Open. Once open you can then go on to define a region of sky to query and display markers at any positions that are on the displayed image.
To get a list of services that are related to some topic you're interested in you need to send a query to the registry of services. To do that just press the Query button after entering some string inthe Substring entry. Usually that is a constraint on the catalogue service title, but you can change the Column to other values, like shortName.
In general it shouldn't matter which registry you choose to query, as they all replicate, so pick one that is "nearest" to you. Europeans should probably pick Astrogrid.