There is no option for the display brightness. What they are talking about is the LED on the top right corner of the radio. When in standby mode (waiting) it is orange, when you transmit it turns red and when you receive, it turns green.
Open the programming software on your computer, click on READ (from radio) and go to KEY SETTINGS. Replace KG-XS20G with your call sign and then click on WRITE (to radio).