How to Configure Sensitivity Labels to Block Document Downloads from SharePoint Sites

Hi Tony, I have had similar query and found below articles helpful in achieving the steps. Hope it helps you achieve the expected.

M365 E5 license must for applying sensitivity labels to all assets in M365 also labels are extended to all account in your tenant. Visit https://compliance.microsoft.com/homepage

Visit https://compliance.microsoft.com/informationprotection/labels for initiating.

https://learn.microsoft.com/en-us/purview/encryption-sensitivity-labels know about

Steps https://learn.microsoft.com/en-us/purview/create-sensitivity-labels#create-and-configure-sensitivity-labels