How can I configure this?
You dont.
This is not something that would fall under the umbrella of MDM, this is something you will need a security client for. The term you are looking for is DLP Controls. Things like ForcePoint, Netskope, and Zscaler will all do this job for macOS. I'd not be shocked if Jamf Safe Internet also has this function, but I don't have experience with that client.
