This menu which appears when "Set
Up Show" is selected gives you options about
how your show will be presented.
"Show
Type" defaults
to speaker, which is the one you will use most often.
"Pen
Color"
allows you to pick a color that you can use to annotate
the slides as you show the presentation. They will disappear when
you leave the slide.
"Advance
Slides"
allows you to control when a slide changes to the next one.
If you are talking during the presentation, "Manually"
is probably best. You will have more control.