Lets clarify a couple things first:
Blubrry PowerPress is a WordPress plugin that can optionally integrate Blubrry Services into your blog. You can use it without using Blubrry Services. With that said, any screen that you access in WordPress is a Blubrry PowerPress screen.
So now we have defined what is what, lets get some more information from you so we can better assist you with setting up Blubrry PowerPress.
What version of PowerPress and WordPress are you using? Can you provide a link to your blog? Do you want to use Blubrry Services (Statistics and/or Media Hosting)?
Now to take a stab at the problem, I suspect that you are in simple mode, which puts all of the very basic settings on one page. It may just be that you need to switch to 'Advanced Mode' in order to see the other options (custom podcast feeds, category podcast feeds, appearance settings, etc...). Let me know if this fixes your problem, otherwise please let me know which PowerPress/WordPress versions you are using along with a link to your blog.