The options will only be available on a server running the SEE Management Console, so that is where you would need to create or modify the GPO for SEE. They are distributed to the clients, which make the necessary changes on the client side. Your Resultant Set Of Policy output should show the GPO name on the client, but the GPO settings themselves will not be available.
You are correct, if no GPO or Native Policy is applied, the system will use the features/settings that you specified in the installer package.