Indexing remote SharePoint documents (O365) using WebDAV

Folks,

Good afternoon. Does anyone know how to format Sharepoint URL online (O365) for DLP indexing (IDM) use?

I know and I already use Sharepoint on-premise WebDAV, but I can not do the same with O365 Sharepoint. I've read that Sharepoint's O365 also uses WebDAV for drive mapping.

Has anyone done anything similar that might help?

Thanks!