@RKG Thanks for posting in our Q&A.
For MDM, we can use intune to make it. However, it needs intune license. Intune license is not included in Office 365 E3 or Office E5 Licenses. It is included in the following licenses:
https://learn.microsoft.com/en-us/mem/intune/fundamentals/licenses#microsoft-intune
Microsoft 365 E5
Microsoft 365 E3
Enterprise Mobility + Security E5
Enterprise Mobility + Security E3
Microsoft 365 Business Premium
Microsoft 365 F1
Microsoft 365 F3
Microsoft 365 Government G5
Microsoft 365 Government G3
Intune for Education
The guidelines are all in the Intune documentations in the following link. You can refer to it.
https://learn.microsoft.com/en-us/mem/intune/
For DLP, I'm not familiar with it. I find some information about it. You can refer to the articles under the topic "Data loss prevention(DLP)".
https://learn.microsoft.com/en-us/microsoft-365/compliance/dlp-learn-about-dlp?view=o365-worldwide
Hope it will help.
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