I think you are asking about settings under admin-->servers-->server properties.
Mail server:-- If you configure this option you can have scheduled report directly mailed to you inbox from SEPM. You can set SMTP server details and it send scheduled reports to your mail ID.
Proxy server:-- If your setup uses proxy for connecting to internet you can add it here... SEPM pulls updates using that proxy.
Domain controller:-- If you want to integrate SEPM with active directory you can do that by adding a domain controller... You can get the same structure as AD in SEPM console.
Check Installation Guide for more details..
You can find it in the CD 1 documentation folder..