There is no configuration manager in the SHFB GUI yet. For the time being, open the .shfbproj file in a text editor and manually add the property group lines for the configuration and platform. You'll see the two in there already for Debug|AnyCPU
and Release|AnyCPU. For example:
<PropertyGroup Condition=" '$(Configuration)|$(Platform)' == 'Release with Documentation|AnyCPU' ">
Another option if adding the solution or project file as the documentation source is to set the Configuration and/or Platform properties on the documentation source entry itself. They take precedence if defined.