Thank you so much for taking the time to provide a screenshot. Unfortunately I don't have a "Woodshed Window" option when I go to the Window menu. I am using BIAB 2020 for Mac. Looks like you are using windows. Surely the functionality is still available. Here's what I see when I go to the Window menu.
press the [Practice] button on the toolbar, select the menu item Woodshed (increasing) tempo practice and set the “Woodshed tempo” value in the Tempo Woodshedding dialog
From 2020 Band-in-a-Box for Mac user manual, page 283