Today I wrote a few words about Office 365 Advanced Threat Protection.
What is Exchange Online Protection (ATP)?
Exchange Online Protection provides protection against malicious links by scanning content. Safe Links expands on this by protecting your environment when users click a link. While the content is being scanned, the URLs are rewritten to go through Office 365.
The URLs are examined in real time, at the time a user clicks them. If a link is unsafe, the user is warned not to visit the site or informed that the site has been blocked. Reporting is available, so administrators can track which users clicked a link and when they clicked it.
For setup Go to Admin portal -> Exchange Admin Center -> Advanced Threats (it will be available only after purchasing a licenses) -> Safe links and create a New policy or change the Default policy:
After this easy setup, when a user receives a link and tries to open it, he sees the following: