Sites can be added to the project scope under Target → Scope.
You can also add them by right-clicking on a site in Target → Site map. When you do this, you’ll be prompted to turn off logging outside of the scope. If you want to change this (or forget to set it), then you can still do so in Logger by clicking on the “Capture filter” bar and then checking the “Capture only in-scope items (Suite scope)”
You can further restrict the Proxy to only intercept in-scope requests under Proxy → Options → Intercept Client Requests by turning on “And URL Is in target scope”.