First you need to enable Unmanaged Detector for each subnet..find a client in that subnet in SEPM ..right click on it and Make it a Unmanaged detector..Do the same for all your subnets.
Then in SEPM - Monitors - Notificaations - ADD- Notification Type--Unmanaged Computers-
fill in the name,email add. etc.
An email will be sent to you for Unamanged Clients and you can also view them from
Home Tab ( on the Left hand bottom of page )
or when you open find unmanaged computers all Unknown ( Clients without SEP ) will be displayed in the Unknown Tab.