Most core options for Unturned are configured in the commandline manager.
Click on the Commandline Manager Icon in the game panel.
By default Unturned comes with several maps, you can swap this for a custom one, these options are:
-arena
-pei
-washington
-yukon
The gamemode option defines the difficulty, with bambi being easy and gold being extreme, you can pick this from the dropdown.
-bambi
-normal
-hardcore
-gold
The PVP/PVE Setting defines if it's player vs player or only vs the enviroment:
-pvp
-pve
Configuration Files:
Click on the configuration files button in the game control panel.
This section has quick access to core files as shown. To set your server's name, password or message of the day, click on the configuration editor as shown.
As shown in the next image, you can type in your server name or welcome message that you want to use on your server, then click "save" and restart your server.