Hi Lily, To enable Safe Links, navigate to the Microsoft 365 Defender portal (https://security.microsoft.com), then, under 'Policy', select 'Threat Policies'. Here you should see the 'Safe Links' policy. If you don't see it, ensure that your licenses are properly assigned and activated. You can read more on setting up Safe Links from this documentation.
To enroll devices, go to the Microsoft Endpoint Manager admin center (https://endpoint.microsoft.com/). Under 'Devices', select 'Enroll Devices'. Here, you should be able to manually enroll devices. The link you provided seems to be outdated, so please follow these instructions instead.
For the list of features included with Microsoft Defender for Business, you can find a detailed breakdown here.
If you're still experiencing issues, I would recommend reaching out to Microsoft Support for further assistance