URLFilterService works applying filtering rules to combinations "User groups" per "Categories". It comes with a built-in group named "ADMIN". Please note that whatever changes you make on a group, this does not affect users already inside the group. To create a new group just assign it a name(1), permission granted on whitelisted sites(2), permission granted on logs(3), and menu access list(4). If you don't have the need for multiple user groups because you're the only one using your computer, there's no reason to create a new group.
About "Categories" there isn't much to say except that they are computer folders, so when you create new ones give them a name(2) avoiding special characters like ? < > | * : ". Please note that you can't delete categories and you can't remove a site from a category if they are coming from the external service.
Once "User groups" and "Categories" are defined, just put inside filtering rules the combinations you like. Group "[EVERYONE]" can be used to create rules for all computer users. Select group(2) and category(3) to add a rule.