The language that is currently active is shown in the right part of the status line. From the list you can pick the language you want to use for spell-checking your document. Note that when selecting a file, 4Spell will check if a 4PAR file exists, and if so, it will read the spell-check language from that file. Of course you can overrule this by clicking on the "Select language" button and select another language.
All the other tab sheets in 4Spell are used to configure 4Spell. These configuration options are partly written to a 4TEX.INI file and partly stored in 4SPELL files. The tab sheets make it simple to make choices to increase spell-checking speed or to suit your personal preferences, without having to know the details of 4TEX.INI and the 4SPELL files. You can simply use the defaults to start with. You can also read the next section on Options and discover the true power of 4Spell.