Office 365 introduced a consistent, coherent sharing experience across the Web and desktop. These improvements allow users to share Office 365 files directly from File Explorer on PC and Finder on Mac, in addition to the latest versions of Office on the desktop and Office 365 web experiences. These improvements provide a simplified sharing experience, so users can share files and folders easily with partners both internal and external while retaining the right level of security.
Office 365 extended sharing to include DLP policy tips across OneDrive, SharePoint, Word, Excel, and PowerPoint on PC, Mac, and Web, so whether you’re working on the web or the desktop, you can remain informed with a consistent policy tip experience as you share files.
For more information on DLP in Office 365 see here