If you have previously created a Distribution List (an email mailing list) in Exchange, this step in the wizard will allow you to add a user to a specific distribution list.
When you are finished, click Exit Wizard and Purchase to complete the process of creating the mailbox.
(If you haven't yet created a distribution list, the screen shown below will appear, and you can just click Exit Wizard and Purchase. You can always add this person to a distribution list later if you like.)