When I want to access to Web Setup Wizard from Admin Panel (system / tools / Web Setup Wizard), I obtain this message:
Magento Setup 401 Unauthorized Access
I have nevertheless all the rights as user administrator!
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The problem came of the version of Magento.
First, i used the 2.0.0 version - i uninstalled it and reinstalled the 2.0.2 version => it's working now.
Base URLs (Secure) -> Use Secure URLs on Storefront -> Yes
-> Use Secure URLs in Admin -> Yes
-> Enable HTTP Strict Transport Security (HSTS) -> Yes
-> Upgrade Insecure Requests -> Yes
php bin/magento cache:clean
Try cleaning up your cookies for the particular domain. This worked for me.