1- I wanted to connect to the web server but get the error message below.
I read the wiki and searched the forum. I could only find one post in which @peternlewis suggests simply overriding the warning, but there is no option to override, neither in safari nor in chrome. Both have only one option: to close.
I don't use public triggers
2- if I sync and use a laptop, will all my settings and macros be automatically installed on the laptop if it is also configured to sync with nothing else to do in terms of configuration and transfer of macros ?
Use https://localhost:4491 in your browser's address bar. You should then be able to tell your browser to "always trust" the KM web server certificate -- how you do that will depend on the browser, but I think for the screen shot above you click "Show details" then tick "Always trust".
if I sync and use a laptop, will all my settings and macros be automatically installed on the laptop if it is also configured to sync with nothing else to do in terms of configuration and transfer of macros ?
If you mean KM's syncing, that's only macros and not preferences, clipboards, or variables (see the manual).
If you mean something else, eg Migration Assistant when setting up your new laptop, then I guess everything will be transferred.
Either way I suggest you ask again, with a bit more explanation about what you want to do, in a new thread with an appropriate title so that people who know about syncing but care nothing about web servers will see it and help.
...and you'd click "Advanced" to allow the browser to continue.
But in this case either your KM web server isn't running or is set to use a different port (check KM's "File"->"Preferences", the "Web Server" tab and make sure the web server is enabled and that you are using the correct port), or you've a local (on your machine) firewall that's blocking internal as well as external HTTPS traffic.