Answer
In order to see the 'Whitelist and Approve' function in GFI MailEssentials (builds 20130417 and later), the Personal Whitelist needs to be enabled.The 'Whitelist and Approve' button is only available when the user accesses his own Personal Quarantine.
This option is not available in the Quarantine Digest, however the user can click on the item in the Digest to be redirected to the Personal Quarantine, where the button should be visible.