You can set a New Data Set thanks to different ways.
By using a double click on a Data Set, you can edit it.
In this part, screenshots represent main items present in edit data set page.
By selecting the "Data Source" item, you can modifiy the select Data Source.
By selecting the "Select Columns" item, you can choose a different Blade.EventType like wizard page.
By selecting the "Output Columns" item, you can give Alias or Display Name for each columns of your Blade.EventType.
By selecting the "Preview Results" item, you can see a Data Set preview.