How to set the plot type (to e.g. phase response) and determine what measurement is to be plotted?

All this can be done from the Plot Toolbar and the Measurement Selection Toolbar: The type of plot is determined from the list box list in the plot toolbar (View->Plot Toolbar). The “active” measurement is set from the list box in the measurement selection toolbar (View->Measurement Selection Toolbar).

If you do not wish to use the toolbars, from Plot->Select Plot Type(s)/Measurement(s).... you can select the type of plot and the measurement you wish to plot assuming that the measurement has been inserted into the active window (This can be done from File->Insert in Active Group...). Changes in this dialog box will immediately apply to the active plot even though Plot->Auto Refresh is set in Off position.