It's possible but not how the Bot says.
I assume you're using Kaspersky paid version, right? Then in Firewall you'll have to create your own rule and put these IPs into the designated section to block them by Kaspersky's Firewall.
I tried it in Kaspersky and ESET about 3-4 years ago for testing and it worked at that time.
Block spying and tracking on Windows. Contribute to crazy-max/WindowsSpyBlocker development by creating an account on GitHub.
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As I don't use it personally, I have no idea how effective these are or if they have any false positives.