Open up Group Policy Management Console (GPMC).
Create a New Group Policy Object and name it Restrict Internet Access.
Edit and navigate to: User Configuration -> Preferences -> Windows Settings -> Registry and create a New Registry Item.
There are 4 registry items we need to create/update: ProxyEnable, ProxyServer, ProxyOverride, AutoDetect
The EnableProxy key will check the box to force the browser to use the proxy settings.
Under the General Tab for the New Registry Properties:
Action: Update. This will also create the reg key if it doesn’t exist.
Hive: HKEY_CURRENT_USER
Key Path: SOFTWARE\Microsoft\Windows\CurrentVersion\Internet Settings
Value Name: ProxyEnable
Value Type: REG_DWORD
Value Data: 1
Base: Hexadecimal
For specific steps, please refer to the article in the link
https://thesysadminchannel.com/how-to-restrict-internet-access-using-group-policy-gpo/
Hope this information can help you
Best wishes
Vicky