Server whitelisting in Space Engineers is managed with Steam Groups. To create a whitelist you must create a group on steam, and find the GroupID.
To do this, visit the following URL (edit in your group name): http://steamcommunity.com/groups/[groupname here]/memberslistxml/?xml=1 eg. http://steamcommunity.com/groups/valve/memberslistxml/?xml=1
Your GroupID can be found on the second line.
Next, login to ClanForge and stop your server. Click "Edit Profile" on the left, and then navigate to the "Configs" tab.
within this file you will find the following line:
Add your GroupID and hit save and apply. This will apply your config changes and restart your server.