There might be trusted websites of partners or vendors whose webmail or file downloads might otherwise be blocked due to anti-virus, anti-spyware, or anti-malware policies. You can exempt these sites from inspection by adding them to the Do Not Scan Content from these URLs list. The service allows users to download content from these URLs without inspecting the traffic.
The white list applies to the Malware Protection, Advanced Threat Protection, and Sandbox policies. You can define the white list in the Security Exceptions tabs of the Malware Protection and Advanced Threat Protection policies.
To define a list of whitelisted URLs: