You can type (or copy and paste) web site URL's into the Website Address box and choose whether to Allow or Block the site. Below the Website Address box are the lists of Allowed and Blocked sites that you have already added.
You can manage the lists by selecting sites from the list and clicking on the Remove button at the bottom. If you have more than one user account that you want to manage with Parental Controls, you can also Export your list of sites once you have it created and Import it to other user accounts rather than having to re-enter all of the web sites one at a time.
There is also a checkbox at the bottom to Only Allow web sites that are on the allow list, providing another means for 'whitelisting' or restricting access to only the sites you designate up front.