IE Enhanced Security Configuration setting is resided in Server Manager.
After you launch server manager, at the right pane Server Summary page,
under the Security Information panel,
click on the Configure IE ESC link.
Just edit the necessary setting and click on OK. Restart your IE browser, you will find all the security warning is missing, if you go to Internet Options -> Security tab, you will be able to tweak the security level for Internet zone. Last but not lease, please remain the original IE security settings for your production server. This is always the best recommendation from Microsoft.