To set a GPO related to IE settings can be setup from below
See Computer Configuration — Administrative Tools — Windows Components
— Internet Explorer — Internet Control Panel — Security Page and then
double click to the "Site to zone assignment list".
Enable it, click Show, add website as value name and 1, 2, 3 or 4 as value.
1. Intranet zone
2. Trusted Sites zone
3. Internet zone
4. Restricted Sites zone
Just a visual memory for easy remember