Here are some steps you can follow to modify the Intune policy:
1) Log in to the Microsoft Endpoint Manager admin center.
2) Select Devices > Configuration policies.
3) Select the policy you want to modify.
4) Scroll down to the Platforms section, and select Windows.
5) From the Settings section, and select Windows 10 Security Baseline.
6) Go to the Configure Windows Information Protection (WIP) settings.