How can dynamic block list be implemented using Firewall rule?

Certain firewalls have dynamic block lists that pick up a list of well known malicious domains which can be incorporated into a firewall rule.

I know I can populate the DNS Domains into a firewall rule in SEPM manually. The question is whether this can be done dynamically in SEPM in the same fasion as on a firewall described above. Please, point me in the right direction if you know a way.