Via an application Firewall, which will run on your PC. Safing’s Portmaster works on both Linux and Windows. Objective-See’s LuLu is a good Mac option. Both of these tools are free and open source.
If you know Unity’s IPs, you could block it in your firewall. I’m guessing you do not. Though, with a little work, it can be done.
If you can’t do either, you could at the very least block it at the DNS level. This will stop the software getting those IPs. It doesn’t really work if the IPs are already baked into the software, but that is incredibly unlikely in games. A great configurable DNS provider is NextDNS. If you have the know how to self-host a Pi-Hole or Adguard Home are great options.
There’s also ways to analyse that traffic, which I won’t go into here.