To go to Advanced Settings, you scroll to the bottom of the main settings page and hit the 'Advanced Settings' button on the left.
The Advanced Settings are split up using a double-tabbed system. The tabs at the top are split into: 'Crawler', 'Authorization' and 'Robots'.
This article will focus only on the 'Authorization' settings:
If a website requires HTTP authentication, such as a dev site or staging server, you will need to add your credentials on this settings screen.
Tick the box marked 'HTTP Authentication', then add your username and password in the boxes underneath.
Note that you may also need to over-ride robots directives (instructions on how to do that here).