How do I approve a new ThunderboltTM device on my system?

When connecting the HP Thunderbolt Dock G2 for the first time, you may need to authorize the ThunderboltTM device. Click the pop-up dialog that appears and select one of these options: 'Do Not Connect', 'Connect Only Once', or 'Always Connect'. Each option controls how frequently subsequent connections are approved.

From the official HP Thunderbolt Dock manual, page 3

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Answers from the official manual.

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