You receive a message from quarantine@messaging.microsoft.com.
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The email then lists your quarantined messages and categorizes them, e.g. 'prevented phish messages', 'prevented spam messages', etc.
Each message will include buttons/links that permits you to
1. Block Sender
2. Release
3. Review
etc.
Block sender will permanently block that email address from sending mail to you in the future. Use this for phishing or spam mail you never want to see again.
Release will let the message into your inbox. Use this for email you are very confident is legitimate and normal.
Review will open https://protection.office.com/quarantine and give you a safe opportunity to look at message details and choose to
Release (message delivered to your inbox)
Preview (view the content in the protection portal)
View message header (see all the actual details of where the message is from)
Remove from Quarantine (permanently delete)
Download as a file (Don't.)
Submit - changes how the filter treats this sender.