Yes, Microsoft Defender offers phishing protection for Microsoft Edge as well as other browsers. Called SmartScreen, it’s designed to secure your device against phishing scams, blocking you from accessing malicious websites. However, it doesn’t work as well as Google or Mozilla’s in-built phishing protection.
For comprehensive coverage against phishing scams, malicious websites, and real-time threats, I recommend you opt for a premium antivirus instead. A service like Norton provides phishing protection for all browsers so you can browse securely however you like.