GPO - Adding Local intranet, Trusted Sites to Internet Explorer Using Group Policy

Create a new Group Policy Object and browse to 
User Settings -> Polices -> Administrative Templates -> Windows Components -> Internet Explorer -> Internet Control Panel -> Security Page.

Double click on the Site to Zone Assignment List, select enable and choose show to configure the options.

Note the numbering of the Security Zones:

1 for Local Intranet, 

2 for Trusted Sites, 

3 for Internet Zone 

4 for Restricted Sites Zone.

In this example I have added http://****.us to the Local intranet (1) and http://****.com to the Trusted sites (2).

clicking OK

You can run gpupdate /force to update GPO

Test on client,

Enjoyed!