If the Include Final Puzzle box is selected, your game will include a Final Puzzle. To select and unselect, simply click on the check box. When the box is empty, the option is not selected. When marked with an X, the option has been selected:
The default setting for Include Final Puzzle is 'checked', i.e., to include a Final Puzzle in the game.
Note: The reason for playing a Final Puzzle in a training setting is to give the player who has the most points at the end of a game a chance to win more prizes.