Application control and Web filtering

For application control you can use two technologies: either Applocker or Windows Defender Application Control. Please check out this article: https://docs.microsoft.com/en-us/windows/security/threat-protection/windows-defender-application-control/windows-defender-application-control

For web filtering you need Defender ATP, Intune itself does not provide this. You can find more about web content filtering here: https://docs.microsoft.com/en-us/windows/security/threat-protection/microsoft-defender-atp/web-content-filtering