You first create a group policy with the rules you need in Network Wide > Group Policies (the example here blocks P2P):
Then open the client's details page and apply the group policy you just created to it. The dropdown menu will have the policy you just created in it (like the "Allow youtube" one below).
Apply group policy to clientAllow the dashboard some time to sync to the MX and then reconnect the client to the network to get the group policy to be applied to it.
Note: You need an MX appliance in your network for this. A switch on its own can't do this like the access points can.