This is a great post explaining how to use a GPO to add websites to IE 11 security zones.
There is often a requirement to maintain and add URLs to the security zones of Internet Explorer. As we discussed in the last couple of posts, Internet Explorer Maintenance (IEM) has been deprecated with Internet Explorer 10. This post will look at two ways to leverage group policy to manage the security zones. The first method will remove the option for the end user to edit or change the security zones, the second will allow the user to add or remove sites.
Source: Group Policy – Internet Explorer Security Zones – The Sysadmins