How do I to set up a list of restricted and allowed web pages?

In Addresses and domains, specify the addresses and domains you want to allow or block access to. Use the Add and Delete buttons as appropriate. Note that the URLs you add in this section take precedence over the filters defined in the relevant category. Refer to Configuring parental control.

The available options are:

After you have configured these settings, if you want a warning page to appear when a user tries to visit a page that is on the list of blocked URLs and domains, in the Warnings section, move the toggle to the ON position.