block download and copy option in Microsoft Office365 OneDrive.

Saurav_Jha you don't need to use cloud app security (which needs E5) as ChrisWebbTech mentioned, you can just use a sharepoint access control policy:

SharePoint Access Policies

SharePoint policies will be configured to prevent downloading attachments using SharePoint or OneDrive on the web, when outside the network.

• Open the SharePoint Admin Center
• If it shows ‘Check out the new SharePoint admin center’ click Try it Now.
• Click Policies > Access Control.
• Unmanaged devices: Allow limited, web-only access
• Idle Session timeout: Sign out users after 30 minutes. Give them this much notice before signing them out: 5 minutes.
• Apps that don’t use modern authentication: Block access.

Now you'll also need a conditional access policy to apply this, create one applying to Exchange and Sharepoint Online, and choose 'Use app enforced restrictions'. Apply to a group of test users first.

This will then prevent attachment downloading.

FYI you can do a similar thing for Outlook web:

Set-OwaMailboxPolicy -Identity OwaMailboxPolicy-Default -ConditionalAccessPolicy ReadOnly