Hi Ulrich,
You can block outbound connections to an IP address. But there is no option to block a domain name. You can get the IP address of that site using the ping command-line syntax. Then, that IP can be blocked by creating an outbound rule in Windows Firewall (Advanced Security) panel. However, if the domain changes its hosting server or changes the IP address, the outbound rule won't help.
A better way to block the domain is using the HOSTS file.