Setting up a 'from' address takes place when providing your campaign setup details, or it can be accessed by clicking on the first step, Create, from the campaign creation process in the top right of the screen.
The 'from' address is the value you select when using the Select from address dropdown, as shown below:
When your recipients open your email, this is the email address they will see displayed at the top against the 'From' field.
By default, an email address is created for you, but this uses our domain name instead of yours, although your company name is mentioned at the start, email@example.com.
A custom 'from' address is when you use your own domain, i.e. firstname.lastname@example.org.