Settings. This tiny gear icon on the right upper corner is where you can ask support for “Help”, toggle on or off the help icons; manage “User Accounts” (you need to enter your Google AdWords credentials when the software is run for the first time plus your Moz API details too, which are free to get since LTP uses a both AdWords and Moz’s data); set the “Data Fetching Speed”; and check the “Show Runtime Error” and “Show Debug Panel” in the “Debug” section (which can be very helpful when there’s something wrong with the tool or with your Google AdWords account).
To get started with the Free Keyword Tool, just enter a keyword or search term into the relevant field. If you want to conduct competitive intelligence research into your competitors' keyword data, you can also enter the URL of a specific webpage to view keyword data for that page. You can also enter your industry and country to see even more accurate results; it's not unusual for the cost-per-click and other metrics to differ widely from one country to another, even for advertisers bidding on the same keywords in the same industry. 
When you’re running the Rank Checker feature sometimes you see Google’s captchas pop up and which can be annoying. I have only experienced this on a computer with an old OS (Windows XP) though; I haven’t seen this on Windows 7 or Windows 10 machines. Again, if you close the software and reopen it after a few minutes, everything will be okay again. UPDATE: one of the latest updates fixed this issue.
The limit on manual keywords could be higher.  I personally wish we could input 10,000 keywords at a time, instead of 200.  However, I understand the costs that Long Tail Pro has to maintain each time a new manual keyword is input.  Not a deal breaker, I just wish the limit was higher. (To be fair, I don't think most keyword tools have a bulk manual option at all).