How is the URL Redirect changed in Splunk Add-on for Microsoft Cloud Services

[jwhughes58]

I found this link

https://www.splunk.com/blog/2017/07/27/splunking-microsoft-cloud-data-part-1.html

and I'm stuck on step 3, Copy the Redirect URL. The issue is when I click instead of getting the FQDN I get localhost. Since I'm trying this on my local laptop first, it seems I need to change a conf option in system, but I haven't been able to figure out where. Any one have any ideas?

TIA,
Joe