You receive a message from

Review These Messages
X messages are being held for you to review as of  m/d/yyyy 12:00:00 AM (UTC)
Review them within 30 days of the received date by going to the Quarantine page in the Security & Compliance Center.

The email then lists your quarantined messages and categorizes them, e.g. 'prevented phish messages', 'prevented spam messages', etc.

Each message will include buttons/links that permits you to 

1. Block Sender

2. Release

3. Review


Block sender will permanently block that email address from sending mail to you in the future.  Use this for phishing or spam mail you never want to see again.

Release will let the message into your inbox.  Use this for email you are very confident is legitimate and normal.

Review will open and give you a safe opportunity to look at message details and choose to 

    Release (message delivered to your inbox)

    Preview  (view the content in the protection portal)

    View message header (see all the actual details of where the message is from)

    Remove from Quarantine (permanently delete) 

    Download as a file (Don't.)

    Submit - changes how the filter treats this sender.