The mandatory components dialog is shown when clicking on the  [Set mandatory components] button on the "Installation components" screen in the Installer features tab of the Installer step.

By default, the first defined installation component is mandatory and cannot be deselected by the user. If you do not want a mandatory component or if you wish to select other mandatory components, please choose the radio button for the individual selection and choose the desired components (or none). If you leave the dialog with the [Ok] button, your modifications are stored, if you hit [Cancel] or close the window, they are discarded.