You can block domains by selecting a category or multiple categories. When the requested domain mathces the category you are blocking, Gateway will block that domain.
You can block a category of domains by:
Going to ‘Policies’
Clicking on either 'Security threats’ or 'Content categories'
Select a category e.g. 'Phishing' (you can also select multiple categories)
Click on the 'Add policy' button to add the policy