I setted up a wireless network in my office, this network is separated with internet.
Is there any way to block all unknown SSIDs on my laptops(or tablets) to prevent someone from sending files out?
OS are windows and android
Android, I highly doubt it. These devices were never meant to be managed business devices. These and iOS devices have come along way, but mostly through third party apps. Touchdown, mobile iron, BES 10 etc. will help you secure them and this should be enough if they are business devices.
Windows: I am not on a Windows laptop right now to check, but I certainly can add in a few if needed, otherwise open the HKLM registry and search for your SSID, you will be able to find the list of SSIDs connected to. I would guess you can give the users read / execute and deny write to lock them on to your network only. I would test this heavily before a mass roll-out though, as depending on how you are set up, you might need the ability to add the same SSID a few times for many WAPs.
For Windows you could try a Networking GPO to prevent access to “un-authorised” WAPs. As per A Android then I pass.