Managing the Administered Sites list

Get the most out of your SEO tool by configuring the list of sites you administer. It will permit you to access advanced crawl options for your sites.

The first thing I suggest you to do is an optional step: find in the main menu the "Administered sites..." item and click on it.

Administered sites menu item

If you administer one or more websites, you probably did set up Google Search Console (GSC) verification code for it, and may be also the similar Bing Webmaster Tools verification code. Did you?
If you didn't you might skip this optional part, you can always do it later. I strongly suggest setting up a Google Search Console account for your site: if you are serious about SEO, it is a gold mine on its own given you for free.
Why does Visual SEO Studio asks you? It needs an authoritative third party to check whether you do actually administer the site.
Once you are recognized as an administrator, the software let you override some restrictions it otherwise imposes: for example a site administrator can ask to crawl at high speed her own site even if a crawl-delay is set (if present it would otherwise be respected up to two seconds), or to spoof the user-agent, while doing it on someone else's site would be unethical.

Administered sites dialog window, Visual SEO Studio

You need an active Internet connection now, but hey of course you have it.
If you chose the default option "Google Search Console", the program will ask you to grant authorization to access GSC data. It uses Google OAuth2 secure protocol, so the program will never know your Google credentials.

First time secure Google authorization
First time secure Google authorization

Alternatively you can use a BWT key.
You cannot use any of the previous two? May be your site is a pre-production staging server on your LAN, not exposed to the Internet?
You can use the "Visual SEO Studio verification".

Once you click on the "Update list" button the list is updated with the web sites you are an administrator of, recognized by the third party.
The list expires after a month, as administration rights could be revoked by the website owner.