Anzio (meaning Anzio Lite or AnzioWin) normally requires only a small set of configurations to run, notably a) terminal type to emulate, b) communication method, and c) host name or IP address. When you start Anzio for the first time, it will ask you these things in this order. How should you answer?
Your first, best source for this information is the technical support for the system you will connect to with Anzio (that's not us). Your application package may require a certain setting for terminal type. Your company IT should know the communication method (usually SSH or telnet) and host name or IP address. We do not know this information.
If you are updating an Anzio on the same machine (moving from an earlier version to a later version), and the old version was configured to work well, you can migrate the setting file. Run the old version; go to the File menu and select "Save settings as"; and select an easy location. The name of the settings file is usually "anziowin.def". (Avoid saving anywhere within "Program Files".) Now run the new Anzio. It will ask if you want to import a settings file. Say "yes", and navigate to this location, and open the settings file.
If you have a different PC on which Anzio is working well, you can migrate the settings file from that Anzio to the new PC. On the working PC, run Anzio. Go to the File menu; select "Save settings as", and navigate to a "thumb drive" (a removeable USB memory device). Save the file there. Dismount the thumb drive, take it to the new PC, and plug it in. Run Anzio on the new PC. When asked "Do you want to import a settings file", say "Yes", and navigate to the thumb drive. Open the settings file.
If you have already made a try at configuring Anzio, and saved those settings, Anzio will not ask you the "import" question. Instead, go to the File menu and select "Import settings file".
In any case, Anzio will prompt you to save the settings to a new file in a standard location. Take the defaults.
These instructions should work even between Anzio Lite and AnzioWin, and between version numbers.