I had an old Liferay 6.2 environment that is no longer working well, so I decided to download and run a fresh new environment, so I downloaded the Liferay studio, unzipped it and started the executable, I was expecting to see the First Start wizard that installs the sdk and the server automatically, but this didn't happen and the LR studio finally opened bare with no server installed, even I have no idea if I wished to add the server, where its instance might be, As per what I understand, it's wrapped in one or more of the zip files contained inside.
Liferay Developer Studio 3.0 does not come with a "First Start Wizard" any more, however, Developer Studio 2.2 (the last one that explicitly targeted 6.2) does.
If the First Start Wizard already ran, it won't automatically start again (it's quite particular about that "first" attribute). However, if you look at the top right corner of the eclipse workbench, there's an input field, named "Quick Access". Enter "First" in that field, it will autocomplete to "First Start Wizard" (in DevStudio up to 2.2) and you can run the wizard again this way.
As Liferay 6.2 EE is no longer included in DevStudio 3.0, the wizard to set it up is no longer needed. And the Workspace setup for Liferay 7 / DXP is totally different than the Plugins SDK for Liferay up to 6.2