Enable this option, so the users can only use Web or .connect files:
Connection Client users:
Nothing specific to enable or disable.

Web users :
Only provide them with Web Credentials accounts. This will prevent users with Windows credentials to connect through Web.
This way these users won't be able to connect using anything else.
This is the related documentation: https://docs.dl-files.com/tsplus/web-credentials
Don't provide these users with any .connect file.