@Artem Shaturskyi Thanks for posting in our Q&A.
No, you can't deploy policies to windows server under Devices > Configuration > Policies. Intune can manage Antivirus, Firewall, and Attack Surface Reduction (ASR) policies (under Endpoint security) on Windows servers that are onboarded to Defender for Endpoint.
Meanwhile, the settings in the profile apply to the different platforms and versions. Here is a link for ASR rules for your reference:
Based on my research, I didn't find a setting in intune that can apply Auditing Policies to MDE-managed windows servers.
Thanks for your understanding.
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