Microsoft Defender AV must be configured to block executable content from email client and webmail.
This rule blocks the following file types from being run or launched from an email seen in either Microsoft Outlook or webmail (such as Gmail.com or Outlook.com):
Executable files (such as .exe, .dll, or .scr)
Script files (such as a PowerShell .ps, VisualBasic .vbs, or JavaScript .js file)
Script archive files
How this relates to the STIG checklist: STIG vs SCAP benchmark.