The Wireless group is about wireless connections, of course. The Basic Wireless Settings page is where you can manually specify the frequency, width and SSID of the connection channel or enable the WPS service for that purpose.
The security parameters of the wireless connection are specified on the Wireless Security page.
On the Wireless MAC Filter page you can enter up to 50 wireless clients that will be denied access to the router (or permitted to access it exclusively).
The Advanced Wireless Settings page contains frequently used setup options (other manufacturers often combine them with the main parameters) as well as fine-tune options you should not change needlessly (they are at the bottom of the page).
The Security group contains two pages that might be combined into one: Firewall and VPN Passthrough. On the former page you can turn on the integrated SPI Firewall and enable filtering of some request types. On the latter page you can enable VPN tunnels via the router.