This dialog box is found in the Preferences menu, under "Keyboard settings...". Alternatively, it can be accessed by pressing NVDA+Control+K. It contains the following options:
This combo box lets you choose what type of keyboard layout NVDA should use. Currently the two that come with NVDA are Desktop and Laptop.
If this checkbox is checked, capslock can be used as an NVDA modifier key.
If this checkbox is checked, the extended insert key (usually found above the arrow keys, near home and end) can be used as an NVDA modifier key.
If this checkbox is checked, the insert key on the number pad can be used as an NVDA modifier key.
A check box that when checked means that NVDA will announce all characters you type on the keyboard. You can also configure this option from anywhere by pressing NVDA+2.
A check box that when checked means that NVDA will announce all words you type on the keyboard. You can also configure this option from anywhere by pressing NVDA+3.
A check box that when checked means that NVDA will announce all non-character keys you type on the keyboard. This includes key combinations such as control plus another letter. You can also configure this option from anywhere by pressing NVDA+4.