You have to specify each folder that you want to protect at Windows components > Microsoft Defender Antivirus > Windows Defender Exploit Guard > Controlled folder access.
Controlled folder access applies to many system folders and default locations, including folders such as Documents, Pictures, and Movies. You can add other folders to be protected, but you cannot remove the default folders in the default list.
Adding other folders to controlled folder access can be helpful for cases when you don't store files in the default Windows libraries, or you've changed the default location of your libraries.
Detailed information here https://learn.microsoft.com/en-us/microsoft-365/security/defender-endpoint/customize-controlled-folders?view=o365-worldwide
Hope this resolves your Query !!
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