Hi Matteo
The "allowed sites" category is included as an example, and I'm not sure it's populated by default, you'd need a manual classifier rule to link sites or a list of sites to that category.
when creating lists of sites for use by the Manual Classifier, the content of the data list depends on whether the classifier is matching on URL or site. If URL, the full URL is checked, e.g.
http://some.site.com/something, if Site, then only the site part of the URL is checked (in this example it would be some.site.com).
If however you check on the site from within the access control rule (e.g. rather than a category which comes from sites or list(s) thereof), then you don't use wild-cards, if you select also include sub-items, it will match on sub-domains.
Regards
Adrien