Click on that link, and your browser will open something that looks like this
Click on AUTHORIZE
Now when using the lichess analysis tool it will use the engine that you provided. In the settings of this analysis tool you can disconnect the custom engine again.
This is still alpha software, so there might be bugs or the way to use this may change.
Here is the relevant Reddit thread from where I got this information.
"Good decisions come from experience, and experience comes from bad decisions."
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Ted Summers