Hi @fesrimo,
Welcome to Alteryx! This is a simple configuration change, the tool you are currently using is not the right one to start with. There are a couple other steps needed before choosing your target and model type e.g., checking for NULL and missing values, outliers, correlations, etc.
Luckily the assisted modeling tool was made just for that and is the starting point for Intelligence Suite. Look for the tool with the brain on it and drag it on to the canvas

This will open up a separate dialog box where you will choose a target, and do the data cleanliness checks I mentioned before

Finally, there is no need for you to drop the classification tool on the canvas manually, this tool will automatically paste the tool on the canvas for you and will look like this

So this is your entire pipeline from raw data to model trained and attached to the end is a prediction tool that can be used with a new dataset.
You dont always need to use this pipeline as it was presented you can save a model as a 'yxdb' and use it outside of this workflow with a prediction tool. I hope this helps!
Cheers