Choosing one of the available tools or other menus from Advanced Startup Options will open that tool or menu.
In other words, using Advanced Startup Options means using one of the available repair or recovery tools.
Some items available through this menu are nested inside other menus.

Lifewire / Alex Dos Diaz
What Is the Advanced Startup Options Menu Used For?
We’ll call out any differences between these versions of Windows.
If the menu item leads to another area of the menu, we’ll explain that.
OnlyUEFIsystems will have aUse a deviceoption on Advanced Startup Options.
Troubleshoot
Troubleshootis available on the mainChoose an optionscreen and saysReset your PC or see advanced options.
In Windows 8, it saysRefresh or reset your PC, or use advanced tools.
TheTroubleshootoption opens up yet another menu, containing theReset this PCandAdvanced optionsitems, both of which we discuss below.
On some UEFI systems, you may also have aUEFI Firmware Settingsoption (not shown here) on theTroubleshootmenu.
Turn Off Your PC
Turn off your PCis available on the mainChoose an optionscreen.
This option is pretty self-explanatory: it completely powers off your PC or machine.
There is a completewalkthrough of the reset processavailable, including more on which choice is best.
Advanced Options
Advanced optionsis available from theTroubleshootscreen.
TheAdvanced optionsmenu is most similar to theSystem Recovery Optionsmenu found in earlier versions of Windows.
This is a great option if you’ve unsuccessfully tried other tools available on the Advanced Startup Options menu.
Startup Repair
Startup Repairis available from theAdvanced optionsscreen and saysFix problems that keep Windows from loading.
TheStartup Repairoption starts, you guessed it, an automated startup repair procedure.
Early versions of Windows 8 referred to Startup Repair asAutomatic Repair.
Command Prompt
Command Promptis available from theAdvanced optionsscreen and saysUse the Command Prompt for advanced troubleshooting.
TheCommand Promptoption startsCommand Prompt, thecommand-linetool you may be familiar with from within Windows.
If you’re not sure, use thedir commandto inspect the folders.
Startup parameters
Startup Settingsis available from theAdvanced optionsscreen and saysChange Windows startup behavior.
The Startup options menu is most similar to theAdvanced Boot Optionsmenu in previous versions of Windows.
Startup prefs isn’t available from Advanced Startup Options when accessed in certain ways.