Computer Configuration > Administrative Templates > Microsoft Edge
Both
HKLM\Software\Policies\Microsoft\Edge
This policy limits which file:// URLs are allowed to be launched into Internet Explorer mode based on file extension. This setting works in conjunction with: 'InternetExplorerIntegrationLevel' (Configure Internet Explorer integration) is set to 'IEMode'. When a file:// URL is requested to launch in Internet Explorer mode, the file extension of the URL must be present in this list in order for the URL to be allowed to launch in Internet Explorer mode. A URL which is blocked from opening in Internet Explorer mode will instead open in Edge mode. If you set this policy to the special value "*" or don't configure it, all file extensions are allowed. To learn more about Internet Explorer mode, see https://go.microsoft.com/fwlink/?linkid=2094210 Example value: .mht .pdf .vsdx