Here you can select items to copy:
Only the item present at the source (Backup / Offline device) will be available to copy. Otherwise the appropriate checkbox would be inactive (When there is an inactive checkbox, it means a) the source does not include the data, or b) the destination device doesn't support writing of the data.)
When you select Photos / Music checkbox, you will be asked to select a folder in the destination phone to store the data. Click the Browse... button to select the appropriate folder in the destination device. You can also write down the route manually.
It is important to choose a folder you can write into (ideally a user's folder - do not use a system folder, because there may be a writing restriction applied).