Click on the gear icon in the top right corner of the window, and choose "Internet options" from the menu (equivalent keyboard shortcut of Alt+X, O). In Internet Explorer versions before IE 11/10/9, or if you restored the classic menus, these options are also available under the standard Tools menu!
When the Options dialog opens, select the Security tab. That's where IE stores your preferences, segregated by security zone. For anything outside your local network (home, office, etc.), pick "Internet", and click on the Custom Level button at the bottom. Trusted sites and Restricted sites are domains that you, your system administrator, or a service automatically added in these categories: for "restricted sites", a lot of functionality is turned off to protect you.