After tracker users are created and the corresponding checkpoint is marked as done, tasks must be defined in the [Task] menu. At least one task must be defined in each project. The tasks should define overall goals of the project in a way to make them clear to the project participants.
After at least one task is defined, the project initial phase can be completed by defining Web pages to test and test sets to apply. This is done in [Locations] and [Test Sets] menu items. It doesn't matter whether you define locations first and then test sets or the other way round. Locations and test sets can also be changed any time later, though it is better to limit such changes to adding new locations.
When enabling test sets, note that higher WCAG conformance levels include all the lower conformance levels, so it is sufficient to enable just the highest required WCAG conformance level.