@UlfJorgensen
We are currently drafting Meraki GO documentation regarding Umbrella security however nothing is available at the moment. I can provide some insight for you though.
Once an Umbrella license is claimed for a GO network an extra configuration tab will appear under settings called "Security Measures". If you open the security measures you can toggle the feature on and off and set the level of security. There are currently three security policy options, Secure filtering only, security and basic appropriate use filtering, and security and moderate appropriate use filtering with secure filtering only being the most modest security policy and security and moderate appropriate use filtering being the most aggressive security policy.
Umbrella protection includes malware and phishing protection along with content filtering and commands & control callbacks. GO will also give you the option to add whitelisted URL's, under the "excluded url's column", if content filtering is blocking a site you are trying to reach.
I hope this helps!
Knowledge is power