To change the window manager used by LXQt on the basic settings tab under the basic setting tab under the drop down menu labeled window manager choose from the drop down list or search if the drop down list does not see it. LXQt modules lists the different part of LXQt if you find you do not want part of LXQt active you can enable or disable them here. If you wish to start the compton X11 compositor you can do so here which is off by default as that adds more lighness.
The autostart applications lets you choose which appliactions to autostart like managers for print queues. All of these are checkboxes to start various programs.
To launch session settings from the menu -> Prefrences -> LXQt settings -> session settings. From LXQt configuration center press the button that looks like a triagnular blue flag and is labeled with session settings. To run session settings from the command line run lxqt-config-session.