To have things nicely done, we are going to do a couple of quick settings on Intune. If you have already done some stuff in Intune, you can safely ignore these steps, or mix them up with your own.
Although this is quite simple, we are going to skip this phase and use a pre-packaged client. This will get out of date eventually, so you can follow the steps here to re-package it yourself next time.
The pre-packaged binary should be available to download from the binary folder on this repo. Find it here
With the intunewin file, go to Intune Portal, and follow the steps on this article, starting from the Deploy Global Secure Access Client with Intune, stopping at the Update the client to a newer version. 
Important: in the step Under Required, select +Add group. Select a group of users or devices. Select Select. We really want to have it required for all users and all devices
