This allows to build a structure of type CWT. Enter a Name or Get it from the Variables list. Of course, if you get a name from the Variables list, the corresponding data will be replaced by the ones you are just defining. Provide the wavelet coefficients on the line Coeff, and give the vector of Scales, as well as the one of Frequency.
A possible use of this sub-menu is to first compute the CWT of a given signal, and then to press the Get all button at the bottom of the sub-menu window. Assuming your original CWT was called cwt_sig, you should see on the lines Name, Coeff, Scale, and Frequency the following elements: cwt_sig.coeff, cwt_sig.scale and cwt_sig.frequency. You can then edit individually each of the components of the CWT structure, and then create a new CWT by pressing Create.