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 keyboard" that we just added. It denies sharing of USB devices which have Device Class - 03, SubClass - 01 and Protocol - 01 (USB keyboards meet this rule).
Now that we added the rule, you can see USB Redirector RDP Edition does not allow to share a device that matches the rule: