How to allow applications to access internet, SEP Ver12.?

Good morning.

I have SEP Ver.12.1.1101.

I have a few applications on my PC that are not able to access the internet. When I run them I do not get them popup window from SEP that autodetects that the app. is trying to access the internet and says basically "allow access, yes/no"? I've been looking through SEP to see how to fix this, but so far I do not see the issue.

Can anyone point me to a "how-to" video or an instructional? I haven't seen anything other than a video from 2010 with a different version of SEP.

Thanks in advance!