A Web-filtering solution for Azure AD & Intune joined devices, Secure on-premises organization devices without using third-party firewalls and a robust solution for Work Form Home devices.
Go to => security.microsoft.com
Turn on web content filtering
Navigate to /Setting/Endpoints/Advanced features & Turn on web content filtering features

Creating a web filtering policy
Navigate to /Settings/Endpoints/Web content filtering & Add items


Filter Response Check
