Where is the Shimano e-tube project light connection setting?
Shimano hides this kind of information behind its TEC site. This is for 'industry professionals', but you can register by selecting some random bike shop as your place of work, there are no checks.
https://www.shimano-tec.com/
Here are screenshots from the relevant course https://www.shimano-tec.com/mod/scorm/view.php?id=2310



I downloaded the software myself, and it was extremely easy to find the setting following these steps:

from main menu click 'e-bike'
screen appears as in the screenshots above, but without the components (since I do not own them)
then after connecting to the computer and running 'connection check', you can select the 'drive unit' then click customize