DLP Support Azure Information Classification

We are evaluating EPP product, and there is DLP requirement down the roadmap.

One important feature I am looking is the support Azure Information Protection's Classification Label within the DLP Rule.

For example I want to block file labeled (by AIP Label) as Confidential from being copied/moved into USB Drive. 

From the documentation below, it says "Information Right Management" is part of the supported file type. Is this the same to my requirement?

https://docs.sophos.com/central/customer/help/en-us/ManageYourProducts/GlobalSettings/DataLossPrevention/index.html#manage-data-loss-prevention-rules

Many thanks,