Admin URL is a Shopify Endpoint minus the resource, so https:// followed by store-id dot myshopify dot com slash admin slash api slash [version] slash. It should be exact.
After entering Admin URL and Access Token you can click Test to see if it connects. If this says Unable To Connect, re-check the URL that it uses myshopify.com, ends with slash, and so on. Also check the Access Token had matching last four characters.