Once you have created your event, then you will see a panel appear in the Control Room that gives you a snapshot of where that event is currently at.
After a while, it becomes second nature navigating to your event through both the setup phase and online registration phase, but to help you out in the first instance, ask yourself this question:
Am I currently taking registrations for this event?
Depending on your answer, this is what you'll want to do:
Yes
You're mostly going to want to go to the Dashboard. You should only need the Setup screen if you need to alter something about the event's configuration.
No
Then you're probably still in the process of configuring the event, and you'll want to click the Setup button.