What is your website link please? let me check it for you.
No, you do not need to use the Select Control button.
Step 3 is used to control which Adsense the bot will click.
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Then it will click the one you preset in step3 when you run the campaign.
What is your website link please? Which ads will you click? Please share these detailed information to us, we will check and test it for you in our side.
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Try to maximize the software window, and confirm the ads shows up before you follow above settings to setup the campaign:

Please use the multiple url function to setup the settings. And edit the size of the debug window to be larger to confirm the ads can be shown up.

Sorry for the late reply.
You should setup the settings to click the first page ads but not other pages.
Do you have Skype please? You can add our Skype whitehatbox i will inform our programmer to check it for you directly.
Waiting for your news.