In the simplest setup, you just pick the DNS service from the dropdown box in the profile. You’ll receive pre-defined blocking categories from the service provider.
If you need more control, then you need to set up an account with the DNS service. For example, if you want to use OpenDNS Home instead of the pre-packaged OpenDNS Family Shield, here’s how to set it up on the router: https://www.pcwrt.com/forums/topic/how-to-set-up-opendns/.
Same goes with CleanBrowsing. If the pre-defined filtering works for you, then just pick it from the DNS services dropdown. If you need more control, then set up an account with CleanBrowsing.
In addition, you can enter your local black and white lists, which will override the DNS blocks. And you can enter time controls for specific domains for specific users. The router is designed such that you can start with almost no configuration and with the flexibility to customize your controls as much as you want.
In general, each of the DNS filtering services has pros and cons, you’ll need to pick the ones that fit your needs. They all have pretty comprehensive databases. Here’s a data point FYI: https://www.pcwrt.com/forums/topic/dns-porn-filters-compared/.