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.

<memberList>
<groupID64>103582791429521412</groupID64>

Next, login to ClanForge and stop your server. Click "Edit Profile" on the left, and then navigate to the "Configs" tab.

Find "SpaceEngineers-Dedicated.cfg"

within this file you will find the following line:

<GroupID>0</GroupID>
<GroupID>103582791429521412</GroupID>

Add your GroupID and hit save and apply. This will apply your config changes and restart your server.