I have been watching the Office 365 Advanced Threat Protection (ATP) service evolve over the past year. Every time they add some new, I am just impressed.
In the most recent announcement, it was stated that ATP Safe Links is now being extended to the Office 365 ProPlus desktop clients. That is super exciting. So now embedded links that are in Word, Excel and PowerPoint files are protected by ATP Safe Links.
ATP initially started as an Exchange Online solution. It has subsequently expanded to Office Online (browser). The goal is to have ATP Safe Links uniformly applied to all Office 365 services.
Announcement - https://blogs.office.com/2017/04/04/announcing-the-release-of-threat-intelligence-and-advanced-data-governance-plus-significant-updates-to-advanced-threat-protection/
Other Advanced Threat Protection (ATP) feature releases - http://www.astaticstate.com/search/label/Advanced%20Threat%20Protection