This means that in your "Installed packages" you should see the line:
Notice that this is not a pypi artifactory (i.e. a server to add to the extra index url for pip), this is a direct pip install from a git repository, hence it should be listed in the "installed packages".
If this is the way the package was installed locally, you should have had this line in the installed packages.
The clearml agent should take care of the authentication for you (specifically here, it should do nothing).
If you need all git references converted to SSH authentication (by default it is https with user/pass), set
force_git_ssh_protocol: true in your agent's clearml.conf file
https://github.com/allegroai/clearml-agent/blob/bd411a19843fbb1e063b131e830a4515233bdf04/docs/clearml.conf#L25