The UI menu allows you to change the interface mode for each player. "Click" mode means that you select a piece by clicking, then click on the target square to move the piece. "Drag" mode means that you click and drag a piece from its current location to its target square, then release the mouse button to move the piece. The default is "click." Each player can set their preferred UI mode independently. It does not need to be your turn to change your UI mode.