With the Active Profile toggle set to Auto the Control Panel can put your mouse into the correct profile dynamically as you move between games and applications. It will also switch you back to a default profile whenever you switch to something which does not have its own profile.

This avoids the need to manually change the profile on your mouse whenever you move between apps/games.

The pre-configured profiles provided for supported games will automatically be linked to their game. But any custom profiles you create will need to be linked manually. This option will be available whenever you create a new profile, but you can also add new links to existing profiles by right clicking them on the profile carousel, then selecting Modify.

This will open the profile properties dialog where you can see what the profile is currently linked to, and add additional links with the Link App button (Browse on macOS).