XMaps is designed to be useful whether you run UnrealTournament as a server or for stand-alone games. When you're running stand-alone, you probably won't need the Client Options window, unless you're running on a very slow machine indeed. If that's the case, check out the HUD timeouts in the Limits window.
If you're running XMaps on a server, the Client Options' Access window is where you control just who can open the HUD Menu, and whether the Client Setup window gets opened automatically for your users. The Limits window can also help if you find your network is taking a long time to open or respond to the HUD Menu, or need to limit the number of maps XMaps searches in Random Map Selection mode.