Where do I choose which products to recommend for a specific product?

You pick them on each product, not in the plugin settings:

1. Open the product in Products and find the Upsell & cross-sell card.
2. In Upsell products, add the items to show on this product's page.
3. In Cross-sell products, add the items to show in the cart when this product is added.
4. Save the product.

The card only appears while the Upsell & Cross-sell plugin is active. Plugins → Up / Cross Sell controls the headings, how many products show and where the blocks appear.