Is Microsoft Purview really secure when using Copilot?

(Apologies for my lack of cybersecurity knowledge in this post but I'm a data analyst dealing with some very private information). My question is how secure is the Microsoft Purview solution when dealing with information on sharepoint/one drive? From my limited knowledge of Microsoft Purview it appears to be a solution where Microsoft files (excel, word) are 'tagged' with a label, e.g.: --------------------------------------------------- Wi