The menu items on that screen are not touchable via the Wii U gamepad touchscreen. You're required to use the control stick to awkwardly select menu items in a non-standard grid that appears to be designed for a touchscreen.
Nintendo's latest blockbuster game for the Wii U, on their touchscreen tablet console, does not have touch controls on a screen that clearly looks like it was designed for a tablet touchscreen. That is what is so frustrating with today's Nintendo in a nutshell.