You can manage the Desktop Application settings in File → App Settings. Here, you can:
Connections
Here you can manage your connections to your Jira instances or decide if you want to use the app without a connection to Jira. You can switch between Jira instances even if it is Server or Cloud.
You can also select File > Connections to open this option in the Desktop App.
Whenever you want to make a new connection to a new Jira instance you can click on the option Connect a Jira/Xray instance and follow the steps described here.
Here you can manage the general settings of your app, for example:
Here you can decide if you want to record microphone audio on screen capture and the video capture quality.