I have inserted the SEARCH box into my website. Doing that generated the associated search results page. How many of these choices should I tick regarding that page?
The one you don’t have to check is the exclusion from publishing. That wouldn’t work at all.
Excluding from site search is probably unnecessary (there are built-in items excluded from search, and that includes all the search machinery), but harmless.
Excluding from menus is possibly a good idea.