Problem setting up auth0

Having trouble following video about how to install auth0. I have successfully set up an auth0 account but when I try to install to xano from marketplace, the video doesn't say what do put into the 'Merge into an authenticated database' box. And the drop down arrow doesn't have any options. Can't seem to move forward from here.
Here is screen shot. Ultimately trying to connect WeWeb (front), Auth0 and Xano.
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