Follow these steps to add a Device Policy rule:
After adding a rule, you can see it in the list of Device Policy rules. Screenshot below show a rule called "USB Mass Storage Device" that we just added. It denies sharing of USB devices which have Device Class - 08, SubClass - 06 and Protocol - 50 (USB flash drives meet this rule).
Now that we added the rule, you can see USB Redirector Client does not allow to connect a device that matches the rule: