The "Send SMS" button indicates the step in the workflow where a SMS should be sent out of Delivra. Automation campaigns (drip campaigns) MUST either start with the "Send an Email" or "Send SMS" message (if SMS is enabled).
If you do not have SMS enabled for your account, you will see a lock on this button.
As noted, a drip campaign MUST start with either Send Email or Send SMS.
For the first SM, simply click the pencil on the workflow step and choose a pre-created SMS mailing.
For any subsequent Send SMS steps, you can simply type the SMS message into the given box!