The name is for your reference only, e.g. "first budget" or "fund xy submission".
You can choose to start with an empty budget scheme (1) or load one of your own budget templates you have created from any existing APMS budget (2). To create a budget template use the "Save as Template" command in MENU->PROJECT and not the export command.
The budget is empty since we chose "Create Empty Budget" in the last step. Your first budget appears in the list of budgets of this project (1). Start by adding a category (2) now.