Objects > Security Profiles > URL Filtering
Create new URL filtering profile.
Change "action" for every category according to your company policy.
Policies > Security
Open security policy that allows your users to browse the web.
Under Actions tab you can attach URL filtering profile (Profile Settings).
If new url is registered it is unknown initially until Palo Alto Networks classifies it.
If your users need to access it then you can add it to whitelist and request category change.
When it is regategorized then you can remove it from whitelist.
Before blocking unknown you should run a report and take a look at how much unknown category URL traffic you have and take a look at a sampling of the sites.
As Raido mentioned, users will be blocked so they will contact the help desk or information you have on the block page. You will need to judge if the added work for maintaining the white list and the user impact of delays in web use will be worth the added security for your particular company.
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