If you want to process the list of files you now need to add a task to perform. For that, click on the "Add" button at the bottom of the tasks pane. You can also use the pop-up menu of the task list to import existing task files that you exported before, or simply drag them onto the form. As a quick way to add an "instant" task without having to type a name you can use the pop-up menu that shows when you select the triangle at the right of the Add button. You can also specify a task file as a command line parameter when starting TraceWrangler.

All task settings will be stored in an SQLite database file, one per task. You can find that file in the data directory that TraceWrangler uses, which is (unless configured otherwise in the preferences):