When the focus picker strategy is turned on you get this prompt every day:
Clicking on the "Pick Projects" button allows you to select the projects you want to focus on today from a list of all your projects:
To pick a project, just click on it to highlight it.
Filter and sort
You can filter this list on the top right to make it easier to find the project you want to focus on today.
The selected projects will show at the top of your day.
Clicking them takes you straight to the project fullscreen overlay where you can work on the project in a focused way.
How to toggle projects in your day view
You can hide/show them via the project flag icon that you can find in the hover menu on the far right. If you are not seeing the project shortcuts in your day view they are likely toggled off.
When you go to ☰ → Settings → Tasks & Projects you will find an option called "Select how projects should look by default" where you can change the way progress is displayed and choose if you'd like to see the priority stars, due date, etc.
Difference between Project Focus Picker and Project Shortcuts
The only difference between these two strategies is that Project Shortcuts will display the same projects each day, unlike Project Focus Picker that will ask you each day which projects you want to work on that day. You can use both strategies at the same time if you wish so.