To configure your proxy go to Menubar > Windows > Preference, define proxy IP 127.0.0.1 and port 8118 (TOR default configuration). You can check the TOR graph to verify if you have properly set IP and port, activity of the proxy is visible on the graph during an injection.
For a test of your proxy configuration you can also go to Menubar > Windows > Preference then click on Check your IP ; either you see a foreign geolocalization which indicates TOR works as expected or you see your own geolocalization which means TOR is not used properly.