Disable the Connections page
User Configuration\Administrative Templates\Windows Components\Internet Explorer\Internet Control Panel
Removes the Connections tab from the interface in the Internet Options dialog box.
If you enable this policy, users are prevented from seeing and changing connection and proxy settings.
If you disable this policy or do not configure it, users can see and change these settings.
When you set this policy, you do not need to set the following policies for the Connections tab, because this policy removes the Connections tab from the interface: