Staging versus live
The recommendation
Connect a staging copy of your site whenever possible. Publishing from Wigoh can overwrite content on the connected WordPress install. With a staging copy you apply the release there first and move it to production with your usual tooling.
Connecting a live site
Either works. Wigoh never edits the connected site directly; it edits a copy and sends changes back as a release you approve. Connecting the live site means a release can be applied to it directly.
The warning
The plugin checks the WordPress environment type, the hostname, search-engine visibility and HTTP authentication. If none indicate a staging copy, both the plugin and the Wigoh approval page show:
This looks like a live site. Wigoh will later be able to publish changes to this WordPress site. We strongly recommend connecting a staging copy instead. Continue only if you understand that releases will overwrite content on this site.
You must tick I understand this is a live site and I accept the risk. before Approve is enabled. Your acknowledgement is recorded with your WordPress user details.
What a release protects
Users, user meta, comments and plugin runtime tables (orders, form entries) are never replaced. See What a release overwrites.