If you already have the DLP system stetup. I would just spin up andother detection server and create a TEST policy group that ONLY applies to that 1 detection server. You can then test all of the polices as you would like.
You can then configure that TEST server to be ALL types of DLP servers by selecting the Server Settings button and editting the "BoxMonitor.Channels" to be the following "Endpoint,Discover, Inline SMTP, ICAP, Packet Capture, Copy Rule"
This will make it a 'Do ALL' server for testing. Make sure to restart the services on that server to take the new setting.
Otherwise you can build a NEW DLP environment for testing.
Good Luck
Ronak
If this answers your questions please marked solved.