The KPI dialog shows you the list of measurments. How this exactly works it is very well explained in the Optimize Strategy Results with 3-D Analysis (7.1) course. You can also follow this lesson directly.
The entire course together with the exercise should take you less than 2h and you will gain much more knowledge then just about the KPIs as you will also learn how to fully customize VBD dimensions and levels.
Shall you decided to follow the course, and have specific queries about it, please use the course's forum.