It is good you started to work with TPI on SAGA, since it is rare software which cares TPI's scale-dependent nature.

Bearing in mind that GIS-SE is not an online-tutor, and being non-professional myself, let me just introduce you the best resource of information.

Andrew D. Weiss Topographic Position and Landforms Analysis (poster)

The above poster is in fact accessible from inside SAGA. On SAGA Manager Window, you would have already run Topographic Position Index (TPI) through Tool Libraries | Terrain Analysis | Morphometry. Then you can see Description on Object Properties Window which shows parameters setting, along with referenced papers including the link to the above A.D.Weiss poster.

Then remaining question would be Distance weighting. My personal recommendation is not to use it. More important part is how to find best scale (outer radius and inner radius; like a doughnut) which describes your subject best. I will classify the area based on the TPI and overlay it with the DEM.

It is good you started to work with TPI on SAGA, since it is rare software which cares TPI's scale-dependent nature. In the poster linked below you will find answers.

Andrew D. Weiss Topographic Position and Landforms Analysis

The above poster is in fact accessible from inside SAGA. On SAGA Manager Window, you would have already run Topographic Position Index (TPI) through Tool Libraries | Terrain Analysis | Morphometry. Then you can see Description on Object Properties Window which shows parameters setting, along with referenced papers including the link to the above A.D.Weiss poster.

Then remaining question would be Distance weighting. My personal recommendation is not to use it. More important part is how to find best scale (outer radius and inner radius; like a doughnut) which describes your subject best. Adding distance weighting complicate its interpretation and can be distracting.