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In the Add Session form, fill out the session information including the session Type and Exchange, the Source information, Peer Group, and the Destination. Destination IP can be pulled from the public PeeringDB information, or custom data may be specified.
If you have enabled and added VRFs to a router, the source ASNs for the associated VRFs will appear in the source ASN dropdown when adding or editing a session for that router.
If you would like for the router to be automatically configured when adding your session, check the "Configure Router After Saving" box, then hit "Save". If left unchecked, the session can always be configured later in the Peering Manager.