How can I chose my regions of interest from the beginning?
You can type a list of sensor names in the process options.
Besides, how can I import an atlas in this stage?
In sensor space, you do not have any notion of anatomical atlas.
If you haven't followed the introduction tutorials until the end, using the example dataset provide, I recommend you start by doing this before trying to process your own recordings:
https://neuroimage.usc.edu/brainstorm/Tutorials