Cisco Umbrella groups harmful destinations into categories of security threat. To control identity access to these destinations, you can add a Security setting to Umbrella and then select it when adding DNS policies to Umbrella. The advantage to adding Security settings is that you can reuse these settings across multiple DNS policies. For a list of all security categories and a description for each, see Security Categories.

Group Roaming Computers with Tags < Manage Security Settings > Add a Security Setting