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This screen is the revamped "public" versus "private" network connection setting, as seen in Vista and Windows 7. Depending on where you are, and which network you are connecting to, it would be wise to select the appropriate option to ensure that unknown others on the same network as you cannot access your files, documents, video or music content.
Again, as Windows setup does things in stages, it tries to bulk together whatever it can into one screen, easing you in and making sure you understand what the settings mean. This screenshot helps the user decide on the best course of action to make sure that your tablet or PC is safe and protected, and always updated. Windows SmartScreen filters files and URLs to ensure that they are not spammy or links to malware.
Not only is Windows 8 still in development, metrics on how you use the computer are important to help make Windows better. SpyNet is part of Windows Defender and Microsoft Security Essentials -- an anti-malware solution in-built into Windows 8 -- to protect you from malicious content on the web which can make your PC or tablet unsafe.