You can reach the following screen from the Main GUI using the TOOLS button.
On the Left you can set things up from Search Engines to use, Keywords to parse and the Options. Once you press START you will see the progress in the log window at the bottom.
Options are as follow:
Use proxies with tags - It makes sense to use e.g. only proxies who have been tested with Google. However if you use also other search engnes, then it might be faster when using all proxies.
Thread - How many simultaneous queries should be made.
Time to wait between requests - To not get banned by search engines, it is important to use wait a certain time between queries. This time is measured for search engine domain + proxy used by it.
Use same proxy for same search engine/keyword - It might look suspicious for a search engine if you crawl page 1 with one proxy and page 2 with another one. This option however slows things down as the timing between requests has to elapse before a new page can be parsed.