The browser should not display any security warnings, and the page should load in the normal way (you will need to turn off interception again in the Proxy > Intercept tab if you have re-enabled this). When you have done this, you can confirm things are working properly by closing all your browser windows, opening a new browser session, and visiting any HTTPS URL. If you're having trouble downloading Burp's CA certificate, take a look at the troubleshooting page.
These steps are only necessary if you want to use an external browser for manual testing with Burp. Testing for asynchronous vulnerabilities using Burp Collaborator.Credential stuffing using Burp Intruder.Spoofing your IP address using Burp Proxy match and replace.