Press "Finish" leaving the boxed checked to run Miditzer. If you are running the Miditzer for the first time, you will see two warnings to let you know that you don't have any settings yet. This is normal.
Experience has shown that almost all the problems you might encounter with the Miditzer come from trying to go further and faster than you are prepared for. You can build a full theatre organ console that is a surprisingly good replica of a real Wurlitzer Style 216, but do not try that as your first Miditzer project!
If you find yourself lost and confused, return to the base camp configuration, verify that everything is working correctly, and then retrace your steps carefully, and checking your progress every step of the way. Usually this will show you where the problem is. If you need help, go to the Miditzer Forum and post a message explaining where you are stuck. Having a carefully documented path starting from base camp will help others find you and help you on your way.