you are way better off heading over to their site and setting it up with their guides, while the wizard kinda works, it's pretty limited in options. i would setup each user with a password for security.
 use the embedded install, when you boot from the usb stick you can run it live to test it out and then install a embedded install on a small ssd is the way to go, that way when you do upgrades you dont have to do a complete reinstall of the os, very quick and stable.
my server has been running for a few years now and it has never crashed or lost data.
once you  log into the webgui there are tons of other options to have different types of servers, also always setup your drives with power settings, makes them last alot longer.