[Plugin: WP-DBManager] Don't understand the last line of the install

Go to WP-Admin -> Database -> DB Options to configure the database options.

Not sure what this means. I don’t have a database option when I login to the admin portion of my wp site. Nor do I have a database file in my public_html/wp-admin file.

Thank you.

http://wordpress.org/extend/plugins/wp-dbmanager/