hey,
are you currently using SmartConsole to define rules in order to allow/deny certain traffic ?
I'm asking because from your post it's not clear you know how to do that.
If the answer is YES, then the same way you define rule that would block the URL's you want. No need for Security Zones, if you don't use them in your environment. Just use as a source single IP's, IP ranges, or groups that include more .
(for destination you can define Custom URL/Apps that will include the URL's you want to block)
Ty,