Thanks for trying myWebGate. So far everything seems to be ok, on your first login there are no user profiles yet, so you will get that “no user profile” message.
Make sure your user has all the required “admin” roles in the ACL, and then click on the username in the upper right corner of myWebGate to reveal the dropdown, then select “Community admin page”. In the admin section, navigate to “Directory Synchronisation” to configure where to import the user profiles from. (usually names.nsf).
All required steps to get myWebGate up and running are documented here in the installation guide: https://my.webgate.biz/myWebGate/documentation.nsf/viewdoc.xsp?docid=installguide