How to allow security audit for all Windows Endpoints for FIM

I am following this documentation and it requires Everyone to have audit access to specific folders/files.

Do I have to manually go into each windows machine and change the audit security settings? There seems to be a way to do it via Group Policy but we are fully cloud. How can we leverage Intune to change the security policies to allow everyone to audit the folders or do we need to use this step at all?