You get this when you click on “Install”.
Here’s my steps for creating a new device. It works for me but others will have different methods. Basically, I start with a blank sheet.
Create the device YAML file in the ESPHome UI, “+ New Device”.
Give the device a name then click on “NEXT”.

Click “Skip this step”.

Select your Device Type- click anything. It doesn’t matter because we will be erasing everything.

When you see"Configuration Created", click on “SKIP”. (Ignore the encryption key).
Now, in the ESPHome UI, find your device and click on “EDIT”.
Erase everything.
Now I paste a boilerplate. A copy of another similar device.
substitutions:
device_name: esp32-s2
friendly_name: esp32_s2
esphome:
name: ${device_name}
esp32:
board: esp32-s2-saola-1
framework:
type: arduino
logger:
api:
ota:
wifi:
ssid: !secret wifi_ssid
password: !secret wifi_password
sensor:
- platform: wifi_signal
name: ${friendly_name} WiFi Level
update_interval: 300s
web_server:
port: 80
Change the device_name and friendly_name. The device_name may not have an inderscore, and friendly name may not have a dash. I don’t know why- ask the developers. The device_name is used only in the next section. The friendly_name is used to name entities in the rest of the yaml file.
Next, click on “INSTALL”
Here, I always select “Manual download”, “Legacy format”. This verifies that my code compiles OK. (Errors are displayed in red).
After the compile finishes, click on “STOP”.
========================= [SUCCESS] Took 98.70 seconds =========================
INFO Successfully compiled program.
From here you can either use ESPHome Flasher to upload the binary, or click on “INSTALL” again and this time select “Plug into this computer”.
Select the COM port that the UART is plugged into- be sure to put the ESP into the flash mode when you plug in the UART.
Click “Connect”.
If all goes well, in about a minute you will see “Configuration installed!”.
Click on “CLOSE”. (Why does that icon look kike a taco?)

Click on the “X” at the top left of the edit page.
On the ESPHome UI page, find your device and click on “VISIT”.
Visit opens the device’s web server that the “web_server:” line gives you. In the boilerplate I included one sensor for the WiFi signal level and you should see this sensor on the web page.
You have created and installed a new device. From here you can edit it and add sensors, switches, etc, and when you click on “INSTALL”, you can select “Wireless”.
Like I said above, this is how I make my new devices. You may find methods that work for you.