So, I downloaded the Backdrop available right from the front page of your web site, unzipped, uploaded, set up the settings.php file and set directory permissions on files...the first screen of the installer comes up, then I move forward and am prompted for a "profile"...what does that mean, what is it and how is it set up? I can not find documentation on such an error message, and find no comments regarding "profile" in the settings file.
OK, I got it installed, turns out the unzip function corrupted, I got a full unzip and it installed...now it's just ugly, no theme or anything...so the adventure continues.
To answer your question about profiles:
Backdrop has the same concept of "Install profiles" as Drupal, so if you end up doing the same set-up all the time, you can bundle that into a profile as a time-saving measure. Out of the box backdrop has three - the default one (called standard), one that has absolutely nothing (called minimal) and one that's only used for automated testing (called testing). We've hidden minimal and testing, so that less advanced users should skip that question, and get the standard one automatically.
It sounds like you might still be missing something from the unzip, as Backdrop CMS should install using the Basis theme on the front-end, and the administration theme (named "Seven") on the back. If you've gotten it installed without them, you may be able to navigate to the admin/appearance page and enable them - but if you are missing the themes I expect that may not be all that's wrong, and would encourage you to go back and try to install again.
Feel free to hop in the Gitter live-chat if you want some help walking through the install process: https://gitter.im/backdrop/backdrop-issues