On Windows and Mac OS X, PixInsight will detect your monitor profile automatically. If your monitor profile is correct there should be no problems with the default settings.
When you generate JPEG or PNG images for web deployment, make sure that they embed the correct color profiles. The correct profile is the one that describes the color space to which pixel values are actually referred. To maximize browser compatibility, your images should be transformed, if necessary, to the sRGB color space and embed the sRGB profile. Use the ICCProfileTransformation tool and the standard "sRGB IEC61966-2.1" profile.
If you apply aggressive color saturation transformations, you can use the color proofing and gamut check functionality of PixInsight to control out-of-gamut pixel values. This is especially important if you plan to print your images. Specify your printer/paper color profile as the proofing profile (ColorManagementSetup tool) and enable color proofing (Ctrl+F11 on Windows) to see how your image will look like when printed. Enable gamut check (Shift+F11) to detect out-of-gamut pixels.