Quote - Ok so I just got Carrara. I insert from the pull down a sphere and I get this screen.

 

If you look up on the top left of your screen, you will see some icons.  The first one is the assembly room, this is where you want to be to actually put the pieces you create together.  The next one is the modeling room.  In your screen capture, this is the one you have highlighted.  The sphere is a primitive and has pretty much no options you can change and you cannot change its shape so nothing shows here for it (the same for all other primitives as well).  If you click on the assembly room icon, you will see your sphere.