Hi,
Per my research, Intune supports conditional access for Exchange Online, Exchange on-premises, SharePoint Online, Skype for Business Online, and Dynamics CRM Online. It’s not supported SharePoint On-premises.
To make SharePoint on-premise work with Azure, you can check the links provided by Thuyavan.
Here is an additional reference:
Enable remote access to SharePoint with Azure AD Application Proxy
Best regards,
Grace Wang
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