To create the dataset, you need to provide the polygon data to the script creator to be uploaded to the server. The polygon data needs to be in the same format as you would use for the config when tagging the script. Therefore it is more straight-forward to use the config than creating a dataset (since you can do it yourself).
Datasets are more practical for polygon sets that would take too much text to describe, since there is limited space in the config input. Since a Delorme challenge would use rectangles, I suspect a dataset is not needed.