Create a new group policy and link it to the particular
Site, Domain or OU you wish to limit internet access for or edit an
existing group policy object.
Edit the particular Group Policy Object. Navigate to
Internet Explorer Maintenance and then click Security,
Click Security Zones and Content Ratings
right click and click Properties (See the picture below)

In the
appearing window Security Zones and Content Ratings click Import the
current Content Rating Settings, Then click Modify Setting Buttom. (See
picture below)

In the
appearing window Content Advsior can we do the important changes over
allowed pages and disallowed pages. I recommend to always 'add
about:blank' to prevent Internet Explorer from generate an error.
Allowed page should be added to the list such intranet or company
external webpage. (See Picture below)

That’s
how to limit the internet access within a group policy domain wide or
for a single OU or Site. Group Policies gives us lots of features this
is one example