Just a little more information as it might not be completely obvious, especially as in the OBT you can access any level from the start whereas in the full game you will progress through the levels sequentially:
On the first Mission your options are very limited. More options open up as you get further into the game. The first mission is very restricted in options and all you really have to do is keep your rats alive and build up your colony - then you'll be able to Scavenge for Treasure, then build the Rat Lab which lets you increase your skills, then later on raiding opens up, then giving tribute to and seeking aid from King Rat.
Every option is available from the same screen and your stats will update after each one as they all end the turn. Options are greyed out when they are not available yet until later Missions, due to prerequisites not being met (for instance, not having enough Treasure to buy a Skill Upgrade), to because they are only available every x number of turns (for instance Raiding).
Although it's still a placeholder graphic, on the Chapter Selection screen you can click on the Tutorial bit at the top right of the screen to be taken to a screen where, if you click on any option, you will get a description of that action.
