You cannot claim any expenses if the business hasn't started yet. All expenses that are normally deductible are capitalized as startup costs. This means that your startup costs are tracked and totaled as an asset in your business.
When the business starts, you can begin deducting the startup costs for that year. If these are costs associated with purchasing securities and investments, these amounts are capitalized in your basis in the assets and should not be expensed. Instead, business income or loss is calculated on each sale.
In regards to the software, yes, you can answer anything to move forward (or just click back) and then press the Delete icon when back at the summary screen. When you edit your self-employed income and expenses, you can delete the entire business the same way.