You can choose the 10 graphic files there for each tileset. You'll now have several new tilesets, which start out blank, with no name and no graphic files. Click the 'Change Maximum.' button at the bottom and give yourself a few more tilesets. I recommend leaving those alone until you get the hang of the program, and making a new fifth one. You will see a list in there of your existing tilesets - RPG Maker VX Ace comes with only four tilesets built in. They're for your title screen :) Once you've imported the graphics, you need to make a tileset using them. The Graphics/Tilesets part of the Resource Manager is where you want to import them. You can use the Resource Manager to import graphic files into your game, if you have ones that you've created or downloaded. So you are basically choosing which graphic files you want to use together in a single room.
A single room or map in your game can only use one tileset. It sounds like you're using RPG Maker VX Ace? In VX Ace you can create tilesets made of up to 10 different graphic files - each graphic file contains about 64 tiles.
