Costs within the system are managed on a FIFO basis and recorded whenever a purchase transaction is raised, so it's not entirely necessary to store your supplier costs within this step of the wizard.
If your item is a drop ship item however, then it will be necessary to at least create a row in this entry for the items' primary supplier.
To create a supplier against your SKU, simply search for your supplier in the Supplier search box. Once found, select a current and a cost and click the "Add Supplier Cost" button, which will add a row to the grid at the bottom of the screen.
The grid allows for suppliers to be moved up and down using the "Move Up" and "Move Down" buttons. This allows you to specify a default or Primary supplier for the product; that being the one at the top of the grid. The primary supplier will be that used when creating drop ship purchase orders.