You can select a classification after first selecting a variable.You can also add variables to the Variables and classifications in reports list without classifications.
After selecting a classification you can select one or more categories. By default all categories are selected.
Add the classification and selected categories to the Variables and classifications in reports list by clicking > button. You can then select more classifications one by one, if there are any available in the Classifications list.
The number of classifications you can select depends on the type of the reports chosen. For detailed descriptions see Reports help page.