You don't need to click it, it just provides a template for using CoreData by (presumably) adding the relevant frameworks and some start method 'stubs' to guide you through the basics of what you need to implement.
If you want to implement it halfway through, why don't you start a new project with it ticked just as a guide, and then copy the relevant methods stubs from there into your existing project? Then, make sure you have added the correct framework references to your existing project and you should be good to go.
I often do this with other files, e.g. I use a view controller for my table views (because I hate the inflexibility of UITableViewController) but then I copy and paste the stub methods for the datasource and delegate into my existing project from a temporary new 'sample' file.
