Setting affinity for a task in Windows basically tells the process which CPU and core it can run on. If set to a single core, you'll see a more accurate per core usage, but it isn't useful unless you are experiencing reduced performance due to the overhead in switching the task from core to core. If you only have a single high priority task, this probably won't affect performance much at all, but if you have multiple high priority tasks spread across multiple cores, having your task shuttled to a busy core may result in your tasks getting starved for time when they needn't be. It's really up to the program creator to deal with the optimization of their software, not Windows.
If you want to play around with the affinity of a running task, open Windows Task Manager, switch to the Details tab, select the task you wish to modify and right mouse-click it. Select Set affinity from the context menu and set which core or cores you wish the task to run on.
This change is only temporary. As soon as you restart the task, the affinity goes back to normal.