The live measurement window

In "live measurement" window the scan parameters are selected and scan results are plotted:

From, To, and steps: Define the start ans stop frequency of your scan and the number of measurement steps.
Average: To decrease the influence of the background noise or to increase resolution, a number of averages can be performed for each frequency. If this number is higher than 10, after the frequency is settled, S parameters are measured several times and the averaged value from these measurements is plotted.

S11 (Reflection) or S21 (Transmission) drop down menu: Here the measurement type (Reflection - S11 or Transmission - S21) is selected.

Calibration: make sure that "Use calibration" is checked. Without using a calibration, totally uncalibrated raw data will be measured plotted. Unless you want to insvestigate the VNA functionality, uncalibrated data is of no use.
Use the 
"Load" button to load a calibration file. Above the file name, the frequency range used for the selected calibration is shown. For best results, it should be avoided to do measurements out side the calibrated region. Calibration outside the specified region is very basic and high measurement errors might be the consequence.

Above the 
"Scan" both, which will start the measurement, two check boxes give the possibility to do continues scans and average over them:

"continuous": If selected, scans will be continuously repeated, if not, only a single scan will be executed when clicking the scan button.
"accumulate": This option will cause the averaged scan results to be plotted. When use together with the "Continous" option pocketVNA scans continuously and plots the averaged values for all previous plots. The number of averages is plotted behind the check box:

This is useful to reduce high background noise and to increase resolution.

The plot area has a right click menu:

Save Marker under Cursor: Copies measurement data selected by cursor to the markers window.
Reset scale: resets scale to the original values.
Fit Plot to Visible area: Adjusts the scale to plot the complete measurement data on the plot area.
Use visible range: Copies the frequency range currently used for plotting to the measurement range. This applies to "From" and "To" but does not affect steps.
Magnify/Move pair-axes: Selects if both axes should be zoomed/moved at the same time or separately.
Switch On/Off 'Auto-Scale': With 'Auto-Scale' the plot is rescaled automatically after each scan. Without 'Auto-Scale' always the same scale is maintained.

Live Measurement window also has the option "port extension"

See here to find out how to use this option.