Under the Cloud apps or actions section, you can set policies that can apply to or exclude certain apps, such as a Teams- or SharePoint-specific policy.

Keep in mind that, when creating Teams-specific policies, Teams depend on other apps and services, including Stream, SharePoint, and OneDrive. This means that the user experience could be severely affected by a policy that doesn't take that into consideration:

The last thing we need to look at in the Assignments section of our policy is conditions.