Typically this sort of thing is the province of content-blocking extensions, of which there are many choices.
Can you elaborate a bit more on your scenario? What sorts of URLs are you trying to block? How often do you update the list? How large is the list?
Porn and other sites which are no appropriate for minors. What Im looking for is looking for setting, where I add url of the site and whenever me or anyone else who has access to my laptop not able to visit the particular site using Microsoft Edge.
I don't want to use third party extensions and host file method to do so.