That "window" is the SVG Export settings dialog that is displayed automatically when you export a diagram to SVG. To export a diagram to SVG, click "File" -> "Export" and choose "SVG Format (*.svg)" as "Files of Type" in the export file chooser dialog.
To specify the description for an edge, click on the edge to select it, then enter the desired description as value for property "Description" in the properties view in yEd's lower right corner. (While working with the diagram in yEd, yEd will also use that description as tool tip text.)