You want to check which mail service providers can be used in New Outlook for DLP agent monitoring for Outlook.
16.1
New Outlook integration requires On-send feature enabled on a mailbox so it can be used by the web addin in Outlook for a detection.
On-send feature can be only enabled on platforms supported by the Microsoft which are: Exchange 2016, Exchange 2019 and Exchange Online. More information can be found in Microsoft's documentation here On-send feature for Outlook add-ins - Office Add-ins | Microsoft Learn.
More information about additional requirements for this integration can be found in the documentation here Best Practices for Deploying the On-Send Web Add-in for Outlook on Windows and macOS Endpoints.