You are setting up policy rules through the Visual Policy Manager (VPM) on the ProxySG.
Both the Web Request Layer and Web Access Layer have ways to control network access.
You want to know the difference between the Web Request Layer and the Web Access Layer.
The Web Access Layer controls who has access, authenticated user, groups, etc
The Web Request Layer controls the outbound request or outbound application operations. It controls access to particular servers and remote resources.