Microsoft Defender SmartScreen in Windows 11 22H2

And you will be redirected to Windows security settings. In here you will be find the Phishing protection settings.

How to enable with MDM?
Open Endpoint management portal https://endpoint.microsoft.com/
Browse to Devices and create a new profile

Choose Windows 10 and later with profile type of Settings catalog

Next step, search for Smart Screen and find the setting under it.

There the the URI for the feature
| Setting | OMA-URI | Data type |
|---|---|---|
| ServiceEnabled | ./Device/Vendor/MSFT/Policy/Config/WebThreatDefense/ServiceEnabled | Integer |
| NotifyUnsafeApp | ./Device/Vendor/MSFT/Policy/Config/WebThreatDefense/NotifyUnsafeApp | Integer |
And you will see it in the list

The default scope tag is automatically added to all untagged objects that support scope tags.

As a side note, if you want to create more tags they can be found here.

And more info here.

Use role-based access control (RBAC) and scope tags for distributed IT in Intune
And then choose users, groups or devices.

Once created and applied, you can see the progress under the profile.

How does it work?
When you sign-in to Windows 11 with your password and type the same password in example notepad, you will get an warning.

More information on Microsoft article.

