@Kamil_Kapuciski Are you using the desktop/laptop version of Edge, or the smartphone/tablet one?
In the desktop version (so Edge running on Windows, macOS or Linux) go to the menu (the "..." in the top-right) then Settings. Click "Privacy, search, and settings" in the left-hand list. Under "Tracking prevention", make sure the slider at the top of the grey box is on, then pick which level you want below.
