This Tasks option only appears if CXA Reporting is enabled for your account.
When enabled, on the Tasks Page, you can define the tasks associated with a Voice Site. Tasks must be created to use "Application Performance" reports in CFA. Up to 20 tasks can be added per Voice Site. Up to 10 end pages can be added to a task if there are multiple success points.
The Tasks Page is accessible from left navigation bar in CX Builder.