When it's clicked you will be presented with a list of the CH controllers that the Control Manager recognizes. The button looks like this:

Highlight the controller type that you want to add and click "Okay" or simply double-click the controller type. The selected device type will be added to your map and a new device tab will appear to allow you to access it.

This button is used when you decide not to use the Map Wizard. Remember that you must add all the devices that you want to use in the game regardless of whether you intend to program that device or not. This is important. If it's not in the map, it won't function in the game even if the controller is connected and otherwise operating properly. This is by design, as it allows a user with several CH USB devices to only include the controllers that are to be used in any particular game. The controllers that aren't included will "disappear" and so will not conflict.