When you start up NWin for the first time you'll see this screen.  Click Test and you'll get the message "Connect 'Small System' standard for calibration".  Click 'Yes' and, assuming you have a mike and speaker connected, you will hear a squeak.  If you see anything that is not a flat line along the bottom reply 'Yes' to the "Does this calibration look OK" prompt.

Click Test again and you'll hear a sweeping tone and after a pause the prompt "Did the unit rattle?" will appear.  Reply 'No' and SigJenny will now run a polarity test followed by a frequency response and finally probably a 'PASS' decision but as the tests have not been set up for your mike and speaker you may get a 'FAIL'.

You have just run the the test sequence 'Small System'.  To get at the test sequence, the tests and the NWin system parameters click More Stuff followed by Engineer.