Beyond Compare is highly configurable, and it sometimes can be hard to know where to go in the program to change a specific setting. Here's where to look:
Program Options
General user preferences are set in the Options dialog. Pick Tools > Options 
to open it. From here you can set startup options, control confirmation messages, and customize display colors and fonts.
Session Settings
Most of the options that define the scope and rules of a comparison can be found in the Session Settings dialog. Each session type has its own session settings dialog. Pick Session > Session Settings 
to open the dialog, or simply click the Rules 
toolbar button.
Session settings are stored with your saved sessions.
File Formats
Specific file types can be configured in the File Formats dialog. Pick Tools > File Formats 
to open it.
Profiles
Specific remote services can be configured in the Profiles dialog. Pick Tools > Profiles to open it.
Source Control Integration 
Specific source control associations can be configured in the Source Control Integration dialog. Pick Tools > Source Control Integration to open it.