• on the "new session" tab of JProfiler's start center.
• by selecting Session->New session from JProfiler's main menu.
• automatically by JProfiler's application server integration wizard.

• in JProfiler's start center.
• through the open session dialog which is accessible from JProfiler's main menu via Session->Open session.

• application settings
  The application settings dialog collects all information that is required to start your application with profiling enabled or to connect to a running JVM that has already been started with profiling enabled. This dialog is presented when you create a new session. From a running session it is available through JProfiler's main menu via View->Application settings. If you use an IDE integration, this information will be provided by the IDE.
• profiling settings
  In the profiling settings dialog you can configure the way your application is profiled and change the focus of a profiling run toward performance or accuracy, CPU or memory profiling. When profiling, there is a general trade-off between profiling overhead and information depth. Most likely your personal requirements will change from profiling run to profiling run, so these settings are displayed every time before your application is started.

Changes in the parameters of a session that are specified in the application settings dialog or the profiling settings dialog are not made effective while that session is running. To change session parameters, you need to restart your application. On the other hand, view parameters are adjustable during a running session and are saved separately for each session.