EDGE
Click on the ellipsis in the top-right
Then select Settings
From the left-hand menu, select 'Cookies and site permissions'
Then scroll down, and under 'All Permissions' locate 'Pop-ups and redirects'
You'll then be presented with the screen shown below.
It is strongly advised that 'Block (recommended)' is left on for safe browsing.
If you have the above setting off, then use 'Block - Add' to block pop-up's from specific sites
To allow certain pop-ups from specific websites use 'Allow - Add' and enter the full URL.