How to set up Content Security Policy?

Hello and thank you for this great plugin!

I am setting up the Content Security Policy, and is wondering if there is a manual for this?

In my previous plugin for setting Content Security Policy, I had to first set it in Learning mode, so that it would learn about which exceptions it should add to the policy. Then I could enforce the policy.

I tried setting the HTTP Header plugin Content Security Policy to Report only, but I could not see anything added to it after using all the functions on my website.

Which is the proper way to set up the policy?

Thank you!

Best regards,