For Parallels Desktop to function, you need a virtual machine with some operating system (in most cases, it's Windows) and applications. If you're using Parallels Desktop for Mac Business Edition, you may see the following or a similar screen when you first start Parallels Desktop.
It means your system administrator has prepared a pre-configured virtual machine with all the necessary apps already installed. You just need to download it. Click Download and Install and follow the onscreen instructions. Once ready, the virtual machine will start automatically, and you'll be able to work with its applications.