As soon as you arm a cue, the program prepares it, so that the picture appears at once when you press GO. There is nothing to set here. This page explains behaviour that you will notice, and that you might otherwise mistake for a fault.
What the program does
When a cue turns green, the program loads the web page, builds the scene, or opens the media file and moves to the in point. It then keeps the cue ready.
After every GO, the list arms the next cue by itself, so the next cue has usually been ready for some time when you press the button again.
What you notice
In most cases, you notice nothing. The only visible difference is with a web page cue: a page that was armed a few seconds ago appears instantly, but a page that you arm and start in the same second may still be loading.
What is not prepared
A media cue does not play before it goes on air, so a clip can never reach the output by accident. Video and sound run only on air, not when a cue is selected or armed. An armed clip waits on its first frame in the next-cue picture, and the preview and the output keep showing what is on air until you press GO.
A countdown in a scene does not run until the cue goes on air, so the clock starts when the audience sees it, and not when you arm the cue.
Practical advice
Give the program time to prepare. Arm the next cue as soon as the current cue is running, and not at the moment you need it. In a normal list the program does this for you, so you do not need to do anything.