Microsoft is developing an inbuilt VPN feature called Edge Secure Network that can enable you to browse webpages safely in Microsoft Edge. This feature is powered by Cloudflare (one of the most trusted DNS hosts in the industry) and it helps to mask your device's IP address, encrypt your data and route it through a secure network to a server in your location.
According to Microsoft, the Secure Network feature can encrypt internet connections to block user data from online threats. When using a non-secure HTTP URL, it is also secure since Microsoft Edge Secure Network sends your data through an encrypted tunnel to create a secure connection.
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