On the domain controller, open the group policy management tool.
Create a new group policy.
Enter a name for the new group policy.
In our example, the new GPO was named: MY-GPO.
On the Group Policy Management screen, expand the folder named Group Policy Objects.
Right-click your new Group Policy Object and select the Edit option.
On the group policy editor screen, expand the User configuration folder and locate the following item.
Access the folder named File explorer.
Enable the option named Do not allow folder options to be opened from the Options button on the View tab of the ribbon.
To save the group policy configuration, you need to close the Group Policy editor.
Congratulations! You have finished the GPO creation.