The Preferences mechanism. If it does not exist, the preference file is automatically created the first time you launch Cynthia. Default options for Csound presents a similar menu to the Options menu in the main window. Next time you open Cynthia, the selections will be made for you. It also allows you to define default sr, ksmps and chnls variables for new files.
Menus are self explanatory.
Remember that a menu bearing a dashed line at the top is detachable. This is particuliarly helpful when browsing the manual. If the application is not present on your system or is not in your search paths, nothing will happen.