On my server I want to switch "IE Enhanced Security Configurattion" to Off

You just turn it off. Close explorer and reopen it again. You should not receive the security warning 

Microsoft shows the steps via their documentation as well. If selecting the current configuration and editing doesn’t work for you, then there are other options if you scroll through e.g. the script

• https://docs.microsoft.com/en-us/troubleshoot/browsers/enhanced-security-configuration-faq#how-to-turn-off-internet-explorer-esc-on-windows-servers

that was my problem