I am trying to set up a Web Connection to an OpenID server using the HTTPCaller. According to the documentation there should be an option to set up a new Web Connection

https://docs.safe.com/fme/html/FME-Form-Documentation/FME-Transformers/Transformers/httpcaller.htm
But unfortunately I can not find the settings to create new web connections in the HTTPCaller, could someone please point me in the right direction?