How to create masks in the Windows version of the SRDx tool?

How to create masks in the Windows version of the SRDx tool?

You saw it in the video, but you missed it said (for macOS only). 
Well, even with macOS, there is a better option, and for Windows it is the only option anyway. 

You do not create the selection mask in the SRDx for Photoshop plug-in itself.
Instead you create a mask in Photoshop, which offers more options for different selection masks. 
When you call SRDx, the selection mask is carried over to the plug-in, and will be used here. 

In case you want to have different masks for different SRDx parameters to optimise different parts of the image, you can repeat this process: 
Create mask, call SRDx, set parameters, optimise and close plug-in, create new mask, call SRDx, set other parameters, a.s.o..