
In the how this works section they detail that it comes from MDM solutions. In English this is a feature for it admins of companies who use the intune management software from Microsoft. You probably need pro or better to even use the feature.
At a quick glance, it looks to be a way of whitelisting domains at a DNS level, but with the added feature of having allowed DNS servers.
Considering it shows on the capture widget, probably Settings -> Gaming -> Capture.