See explanation below.
Explanation
1. After signing into the Microsoft 365 admin center, navigate to Compliance Management in the Exchange Admin center.
2. Click on "Data Loss Prevention" option.
3. To add a new custom DLP policy, Click on (+) plus button to get the context menu
4. Click on "New Custom DLP policy" option, a new window appears where you have to enter policy name, description, state and mode of the requirement details. Click on save button to create policy and continue...
5. You will be back to the "Data Loss Prevention" screen with newly added policy information.
6. Double click on the added row to open the policy details, click on rules option in left part of the screen as depicted
7. Click on (+) plus button to add a new rule. Select the "Block messages with sensitive information" rule.
8. On the following screen, we can add condition, action, exceptions, rule activation and deactivation dates

9. Click on "Select Sensitive information Types" to specify the sensitive information details.

10. Click on (+) plus button and add the following Sensitive information Types:
* U.K. National Insurance Number (NINO
* U.S. / U.K. Passport Number
* SWIFT Code
11. Click on Ok
12. Add an exception for recipients in the adatum.com domain
13. Add recipients for incident reports and click ok
14. Click save
15. Click save
Reference:
https://events.collab365.community/configure-data-loss-prevention-policies-in-exchange-online-in-office-365/

See explanation below.
Explanation
You need to configure an alert policy.
* Go to the Security & Compliance Admin Center.
* Navigate to Alerts > Alert Policies
* Click on + New alert policy
* Give the policy a name and select a severity level. For example: Medium.
* In the Category section, select Information Governance and click Next.
* In the Select an activity section, select Any file or folder activity.
* Click Add a condition and select File name.
* Type in the filename ConfidentialHR.xlsx and click Next.
* In the email recipients section, add Megan Bowen and click Next.
* Click Finish to create the alert policy.

See explanation below.
Explanation
You need to configure auto-labeling in 'simulation' mode. In the policy, you can select the 'Credit Card' sensitive info type.
* In the Microsoft 365 compliance center, navigate to sensitivity labels:
Solutions > Information protection
* Select the Auto-labeling (preview) tab.
* Select + Create policy.
* For the page Choose info you want this label applied to: Select one of the templates, such as Financial or Privacy. You can refine your search by using the Show options for dropdown. Or, select Custom policy if the templates don't meet your requirements. Select
* For the page Name your auto-labeling policy: Provide a unique name, and optionally a description to help identify the automatically applied label, locations, and conditions that identify the content to label.
* For the page Choose locations where you want to apply the label: Select OneDrive. Then select Next.
* For the Define policy settings Find content that contains to define rules that identify content to label across all your selected locations. The rules use conditions that include sensitive information types and sharing options. For sensitive information types, you can select both built-in and custom sensitive information types.
* Then select Next.
* For the Set up rules to define what + Create rule and then select Next.
* On the Create rule page, name and define your rule, using sensitive information types and then select Save.
* Click Next.
* For the Choose a label to auto-apply page: Select + Choose a label, select a label from the Choose a sensitivity label pane, and then select Next.
* For the Decide if you want to run policy simulation now or later page: Select Run policy in simulation mode if you're ready to run the auto-labeling policy now, in simulation mode. Otherwise, select Leave policy turned off. Select Next.
* For the Summary page: Review the configuration of your auto-labeling policy and make any changes that needed, and complete the wizard.
Reference:
https://docs.microsoft.com/en-us/microsoft-365/compliance/apply-sensitivity-label-automatically?view=o365-wo

Explanation

Reference:
https://docs.microsoft.com/en-us/office365/securitycompliance/meet-data-protection-and-regulatory-reqs-using-m