I assume SSO is already installed. Is SSOon a different machine? If its on the same machine, installer is supposed to auto detect and provide the correct lookupservice URL.
On this screen, you need to provide the SSO user that has admin priviliges on SSO(typically admin@system-domain). The lookup service url should be https://<Fully qualified domain name of machine where SSO is installed>:7444/lookupservice/sdk
Regards
Girish