Privileged access management
Having standing access by some users to sensitive information or critical network configuration settings in Microsoft Exchange Online is a potential pathway for compromised accounts or internal threat activities. Microsoft Purview Privileged Access Management helps protect your organization from breaches and helps to meet compliance best practices by limiting standing access to sensitive data or access to critical configuration settings. Instead of administrators having constant access, just-in-time access rules are implemented for tasks that need elevated permissions. Enabling privileged access management for Exchange Online in Microsoft 365 allows your organization to operate with zero standing privileges and provide a layer of defense against standing administrative access vulnerabilities.
Note: When will privileged access support Office 365 workloads beyond Exchange?
Privileged access management will be available in other Office 365 workloads soon.
Reference:
https://learn.microsoft.com/en-us/microsoft-365/compliance/privileged-access-management-solution-overview
https://learn.microsoft.com/en-us/microsoft-365/compliance/privileged-access-management

Explanation:

Box 1: Anti-malware
Customize the common attachments filter.
See step 5 below.
1. Use the Microsoft 365 Defender portal to create anti-malware policies In the Microsoft 365 Defender portal at https://security.microsoft.com, go to Email & Collaboration > Policies
& Rules > Threat policies > Anti-Malware in the Policies section. To go directly to the Anti-malware page, use https://security.microsoft.com/antimalwarev2
2. On the Anti-malware page, select Create to open the new anti-malware policy wizard.
On the Name your policy page, configure these 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)
5. On the Protection settings page, configure the following settings:
Protection settings section:
Enable the common attachments filter: If you select this option, messages with the specified attachments are treated as malware and are automatically quarantined. You can modify the list by clicking Customize file types and selecting or deselecting values in the list.
6. Etc.
Box 2: Anti-phishing
Enable impersonation protection for sender domains.
Anti-phishing policies in Microsoft 365
The high-level differences between anti-phishing policies in EOP and anti-phishing policies in Defender for Office 365 are described in the following table:

Reference:
https://learn.microsoft.com/en-us/microsoft-365/security/office-365-security/anti-malware-policies-configure
https://learn.microsoft.com/en-us/microsoft-365/security/office-365-security/anti-phishing-policies-about

Explanation

Reference:
https://docs.microsoft.com/en-us/mem/intune/enrollment/windows-enroll