Set the size of the matrix, and select type. From here, you can define how the cells in the matrix are going to relate to each other by selecting the right type:
Rating scale. This means that each row in the cell group can be rated with a value horizontally. You should then supply with a label for each row and each column.
Ranking. Makes it possible to enforce a response with one (and only one) selection per column and row.
Intersection. Allow for one selection for the entire cell group - an intersection between the columns and rows.
Checkboxes. A group with checkboxes in every cell. Checkboxes represent a true/false answer.
Dual scale. Creates two group. Makes it possible to do rating and importance for each item in the left column.
Custom. Allows for any type of input in each cell. This type of association does not impose a strong relation between the cells, other than a common background color (if selected), and a heading.