Reference:
https://docs.microsoft.com/en-us/powershell/module/exchange/set-retentioncompliancepolicy?view=exchange-ps

See thesolution below in Explanation
Explanation:
To restrict the Confidential - Finance label to only the members of the Finance Team group, follow these steps:
Create a Sensitivity Label:
Log in to the Microsoft Purview portal or the Microsoft Purview compliance portal as an admin.
Navigate to Sensitivity labels and create a new label called "Confidential - Finance".
https://learn.microsoft.com/en-us/purview/sensitivity-labels
Configure Encryption Settings:
When creating the label, ensure that you configure the encryption settings.
https://learn.microsoft.com/en-us/purview/sensitivity-labels
Assign the Label to the Finance Team Group:
In the Microsoft Purview portal, go to the Groups section.
Select the Finance Team group.
Under Settings, choose Sensitivity labels.
Add the "Confidential - Finance" label to this group.
https://learn.microsoft.com/en-us/purview/sensitivity-labels
Test the Configuration:
Verify that only members of the Finance Team can apply the "Confidential - Finance" label to documents, emails, or other content.