Looks like you configured a main system - three connected (target) systems scenario. Is this what your goal is?
The 'You are not authorized to access this system' message is probably because the user you are trying to log on with doesn't have a Personas role assigned.
The server URL is configured in the IMG.
Seems like you are missing several installation / configuration steps. You should review the Installation and Configuration guide to see what is missing.
Take a look at this: http://scn.sap.com/community/gui/blog/2013/08/28/sap-screen-personas--how-to-configure-the-system-troubleshooting-faq and make sure you follow every step exactly as described.