In the US at least, those requirements are quite straightforward. The major issue is that you probably ought to use outside plant cable for the outdoor run, and most outside plant cable is messy and not listed for indoor use. And if you run shielded cable, you’re supposed to bond both ends near the points of entry.
But you can buy indoor/outdoor unshielded OSP/CM cable, run it in conduit outside, and connect it indoors with no special considerations. (Also, unshielded Ethernet cable is fully galvanically isolated, whereas if you have crappy electrical wiring that confuses ground and neutral or an unnoticed ground fault, a shielded cable may carry “objectionable current” (yes, the code actually uses that term).
Those tiny 24awg conductors are not very likely to cause major damage even in the event of a lightning strike, especially if they’ve run underground. They will, however, certainly conduct enough lightning current to fry the magnetics at the ends.
(If you think the National Electrical Code means that your circuit breakers will safely and reliably trip in the event of a fault, e.g. a neutral-to-ground short or a cut, stripped live wire stuck directly into wet Earth, I have some snake oil to sell you.)