The different profiles 1,2 & 3 are stored in the ESC, 4 & 5 you can write and store to the ESC yourself. these are used as a quick change if you do not have the PC handy or the setup board provided
When you change the settings using the software it doesn't matter what profile you are in because in effect you are changing the whole profile.
When you find the settings you like you can
1 save them on your pc (export) then reload when you want (import)
2 use the setttings and write to profile 4 or 5. then you can recall them by using the red button on the on/off switch to change the profile.
Hope that is clear