The "Create Event Wizard" guides you through the setting up of a new event file.  The "wizard" is shown when you use the menu item  File  / New Event File.

This page is shown only if - on the previous page - you selected to use the same map with two printout scales, or two maps of the same area.

Here, you can configure if the control circles for the two printout scales should be linked between canvases so that if you cut the circle on one canvas, this is reflected on the other canvas.  

The selection on this page affects the control settings for Canvas 1, and possibly Canvas 2 (if two maps are chosen).   You can later change the settings by using this dialog:   Canvas / Controls - Setup Controls Dialog