Thanks for pointing that out, as you say it is very confusing!
Interestingly, I have already setup the SNMP settings in Windows as per your last screenshot. I set a new community name and added the IP address of the OME server under Trap Destinations. Then on the Security tab I have removed the tick from 'Send authentication trap', added the new community name as READ ONLY and selected 'Accept SNMP packets from any host'. I have mirrored these settings on the OMSA server as well - is that correct?
So how do I know if the traps are being received by the OME server?