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

By default, all defined components are initially selected. If you need a different initial state, 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.