In the screenshot in figure 1, the tabs along the top allow you to see the block configuration for each available theme. Below this, the blocks are divided into the regions in which they appear. In this example there is a single call-to-action that appears in the Right Sidebar region.
Clicking on the configure link associated with a given block will take you to the block configuration settings page for a given block.
Entering a title in this field will set the title of the block. If you enter a title here for a call to action block, it will override the displayed title for your call to action.
In the region settings section you can set a region for this block to appear in from the dropdown list. The theme labelled "(default theme)" is the theme that is currently in use on your site. See figure 2 for an example of the region settings section for a block.
Below the region settings, you will find the Visibility settings. This is where you determine which pages this block will appear on (or won't appear on). In general you should only ever need to use the Pages tab (as seen in Figure 3).
Selecting "All pages except those listed" will allow you to blacklist pages you do not want the block to appear on. Selecting "Only the listed pages" will allow you to whitelist pages you do want this block to appear on.
Whether you are whitelisting or blacklisting paths the rules are the same.
Additionally, you may wish to show a block only on a specific content type (only on news pages or webforms for example). You can achieve this by going to the Content types tab seen on the left in Figure 3 and selecting only the content types you want this block to appear with.