One of the easy ways to protect your environment is to implement Conditional Access which is included with all Microsoft 365 plans. Otherwise, you can add Azure AD P1 to your environment to get this functionality.
This video will take you through the basics of setting up a Conditional Access including how to block access based on location. You’ll see how to create a Named Location, a Conditional Access policy and what it looks like when it is actually applied to a user.
A direct link for the video can be found at: