That's the place where you change how columns look and behave when they are turned on, not where you turn them on. If you aren't sure what a Preferences page does, click the (?) icon at the top right of the page, or push F1, to open the help file for that page.
Please also have a browse through the FAQs as a lot of basic questions are answered there:
See this FAQ for changing the columns which are turned on by default: