Malware Protection in Office 365

By default, Office 365 environment includes protection against malware, but you can increase this protection by blocking attachments with file types that are commonly used for malware. You can achieve this objective by following these steps: 

1. Go to https://protection.office.com and Sign in with your admin account credentials to go to your Admin Portal (only possible if you are an admin). 

2. Once you reach your Admin Center, click on Show All. 

3. Click on Admin Centers. 

4. After that, click on Admin Centers. 

5. Select Security and Compliance. 

6. Select Threat Management. 

7. Now, select Policy. 

8. Select Anti Malware. 

9. Now, double click on the Default to edit this company wide policy. You can add additional polices by clicking on the ‘+' sign shown in the picture. 

10. A pop-up window appears. In the pop-up window, select Settings. 

11. Under Common Attachment Types Filter, select On. The file types that are blocked are listed in the window directly below this control. You can add or delete file types later, if needed. 

12. By clicking on this option, you can block a list of files, which you may deem harmful. You can add or delete the extensions of files from the list by using the ‘+/-' button highlighted as shown. 

13. You can select these checkboxes to get notifications everytime a file of type listed is received by any E-mail in your organization. 

14. You can add an email address where you receive these notifications by typing it in these boxes in the administrator's notifications. 

15. You can customize these notifications by checking the box highlighted and then writing the details in the following form. 

16. Click on Save. 

SOURCE: 

https://docs.microsoft.com/en-us/office365/admin/security-and-compliance/secure-your-business-data?view=o365-worldwide#4-raise-the-level-of-protection-against-malware-in-mail 

https://docs.microsoft.com/en-us/office365/securitycompliance/anti-spam-and-anti-malware-protection