This policy setting determines whether phone numbers are recognized and turned into hyperlinks which can be used to invoke the default phone application on the system.If you enable this policy setting phone number detection is turned off. Users won't be able to modify this setting.If you disable this policy setting phone number detection is turned on. Users won't be able to modify this setting.If you don't configure this policy setting users can turn this behavior on or off using Internet Explorer settings. The default is on.
Windows Components\Internet Explorer\Internet Settings\Advanced settings\Browsing
At least Internet Explorer 11.0