To add assets to the "Asset keep" list you must use the "Add Assets" button.
Sync Asset browser
Tips : The assets already added in the list is displayed in orange, if an asset is not present in the list, it is displayed in white.
To select the assets you want to keep, you have to use the content browser of the editor that will be synchronized with the software.
You can add all the assets in the folder of assets you have selected with the "Include all assets in path" option.
And you can also add all the assets in all the subfolders of the assets you selected, unreal engine doesn't let you know which folder you select in the content browser, but if you want to add all the assets in a folder you have to use this option, it is recommended to use this option for a first deletion pass to avoid reference errors.
You have two options for the first list, you can add assets to the list or remove assets from the list.
You can also directly remove assets one by one, by selecting the assets from the "Assets List".
You can also view the corresponding dependencies asset by asset by simply selecting the assets.