You are in Network Exceptions page shown in the diagram, selecting the button on right side window will:

A.
Create a list of the networks connections( or specific source and destination) through which traffic should be inspected

B.
Create a list of the networks connections( or specific source and destination) through which traffic should not be inspected

C.
Enforce the URL Filtering Policy on all traffic

D.
Have no effect

E.
Enforce the URL Filtering Policy on specific traffic