Use the Microsoft 365 Defender portal to create Safe Links policies
In the Microsoft 365 Defender portal at https://security.microsoft.com, go to Email & Collaboration > Policies
& Rules > Threat policies > Safe Links in the Policies section. Or, to go directly to the Safe Links page, use
https://security.microsoft.com/safelinksv2.
1. On the Safe Links page, select Create to start the new Safe Links policy wizard.
2. On the Name your policy page, configure the following settings:
Name: Enter a unique, descriptive name for the policy.
Description: Enter an optional description for the policy.
3. When you're finished on the Name your policy page, select Next.
4. On the Users and domains page, identify the internal recipients that the policy applies to (recipient conditions):
Users: The specified mailboxes, mail users, or mail contacts.
*-> Groups:
Members of the specified distribution groups (including non-mail-enabled security groups within distribution groups) or mail-enabled security groups (dynamic distribution groups aren't supported).
The specified Microsoft 365 Groups.
Domains: All recipients in the specified accepted domains in your organization.
Etc.
Reference:
https://learn.microsoft.com/en-us/microsoft-365/security/office-365-security/safe-links-policies-configure