If you want to adjust device-specific settings (color adjustments, switching between specialized modes, etc.) you will need to access that through the monitor’s settings menu. But if you want to adjust how your MacBook Pro interacts with the monitor—to change the desktop image, or adjust the orientation of the displays—you can change this through the System Preferences menu. With the monitor attached and turned on, go to System Preferences > Displays on your MacBook to see your options.