When you calibrate your monitor the calibration software will build a profile for the specific monitor that your system and color-managed software will use. You will not need to switch to the RGB monitor setting.
After you have calibrated your monitor, some software automatically "reads" the monitor profile (such as Photoshop and Lightroom). DPP, though, has to be told in the Preferences dialog to use the monitor profile.
In your software, the working color space is another matter. The common "safe" space to work in is sRGB, in which case your output images will be safe for Web and general viewing. Keep your workspace there. You can do this in DPP using Preferences, and in Photoshop using Edit/Color Preferences. Lightroom uses a built-in color space and you set an Export color space for your output.