The pins are labeled the same, but the first is the WeMos D1 Mini board (the MCU, like "Arduino UNO"), the latter (the one you have) is a WeMos D1 Mini shield, so even if the pins are labeled exactly the same they are intended to be inserted over the WeMos D1 mini board (like the Arduino shields are labeled with the same you have on Arduino UNO).
In plain English, this means, "If you've uncommented either the #define USE_NODE_MCU_BOARD or #define USE_WEMOS_D1_MINI lines of code in the first tab of the sketch, then the following settings will be used for the physical button and LED". For example when you are using Ethernet shield, or work with hardware that connects to thefTYv.