In order to access TuneUp's application Preferences, simply click the "wrench" icon located next to the Help icon, located beneath the sub-tabs, no matter what tab you are in. Preferences contain various settings and controls which allow you to customize the way TuneUp works. Generally speaking, Preferences tend to affect "advanced" features.
Clicking this icon will open the window below, which contains its own tabs: Main, Clean, and Profile, which all contain various Preferences. Each tab will also display a Save and Cancel button, which will Save or Cancel any changes made to any Preferences within the tab. When in doubt, click "Cancel" and no changes will be made.