I am trying to filter www but my Web Content filtering is not activated.
Could anyone help me to understand this?

Do I have to activate it to make the filtering work?
Is it one off activation or it will be connecting with outside service?
What happen when the free 30 day license expire? Is the Web filtering still activated with no updates?

The Activate link should take you to a MyVigor website where you have to create an account and it will register your router and you can activate the service for the 30 day trial.

At the moment its in a state of change as the old Globalview/Cyren supplier went bust and they are about to release new firmware to use their new URL Reputation service which will be very similar and potentially better as it includes some zero day categories.

This forum post explains the changes a bit more https://forum.draytek.co.uk/viewtopic.php?t=24891

You will need to purchase a license to continue after 30 days and it depends on what type of router you have, there are cheaper licenses and more expensive ie 3910 license is the Group S and is about £125 for the year.

If you buy a license now it will work with both, the old service is still working by all accounts anyway.