In order to whitelist or blacklist a domain inside of the Phish Protection interface, click on the Tracking tab and from here you’ll see a list of URLs.
Click on the square under Tools against the URL or domain you need to whitelist or blacklist. 

Then select either whitelist or blacklist from Action drop down. You can block on URL or domain level by selecting either URL or domain from Type drop down. Click add.

Domain Filtering

If you would like to block the domain enter in just the domain name, or domain and subdomain. All requests from this domain will be either white or black listed. This is helpful with services like digital signature pages that the URL is different every time, but you trust the domain that the signature request comes from.

URL Filtering

If you would like to white/blacklist a specific URL this can be the best way to handle granular permissions.