Having recently worked through the trainings related to AZ500, Safe Links & Safe Attachments were of interest. Case of better to be safe, than sorry. Too many times, someone has clicked a link or executed an attachment assuming it was safe, or worst case, didn’t assume anything and just clicked on it. With the subsequent oops afterwards.
https://security.microsoft.com
Policies & Rules
SafeLinks / SafeAttachments
Safe Attachments
There are choices within here. The one that seems to be the most applicable, or the most secure is the Dynamic Delivery. Deliver email without delay, whilst background scanning attachment and reattach once scanning complete.
Safe Links
As can be seen here, simple case of enablement, validation and checking the options.