Send Setup sends all the non-preset related information in your working data to your connected device. Setup data includes items like TONE on or off, MIDI channel, and other global parameters.
Whenever you "Get Data" from your device the setup data is automatically received and stored in the working view. If you want to store the setup data so you can use it later, use the "Export" function and select setup data.
When you want to restore the setup data use the "Import" function to bring the setup data into your working data.