First off, this tab only appears when you choose at least one (or several) creatives in your campaign.
Any Facebook Pixel, App Events and Offline Events have to be set up beforehand, in the Business Manager. If you don't, they won't be selectable in the creation flow!
If you need a hand to create these, you can read our Pixel documentation here, and Facebook's info on App Events here, as well as here for Offline Conversions.
Once you've arrived at the Settings step (and added a creative, as mentioned before), you'll see there is a specific tab appearing before the Automation rules:
You can now link a specific Pixel, an APK and/or offline events to your campaign.
For the Facebook Pixel, it will track the related events and link them to the campaign you're creating.
The App events are included in the APK you've set up for your app. Simply choose the app in which you want to track the activity and link it to the campaign.
The offline events are automatically added when they are linked to your page. If you need help working on this, you need to manage it from the Business Manager on Facebook - you can red up here!
Don't forget to set the Conversion Window:
You should now be all set!