Yes its supported.
DLP support below enviorement
http://www.symantec.com/en/in /data-loss-prevention/system- requirements
Data Loss Prevention Enforce Platform
*.Microsoft Windows Server 2008 R2 Enterprise Edition
*.Red Hat Enterprise Linux 5.6-5.8
*.VMware ESX Server 3.5, 4.0 and 4.1
Data Loss Prevention for Endpoint (Server)
*.Microsoft Windows Server 2008 R2 Enterprise Edition
*.Red Hat Enterprise Linux 5.6-5.8
*.VMware ESX Server 3.5, 4.0 and 4.1
Data Loss Prevention for Endpoint (Client)
*.Microsoft Windows 7
*.Microsoft Windows Server 2003
*.Microsoft Windows Server 2008 R2
*.Microsoft Windows Vista Enterprise and Business
*.Microsoft Windows XP Professional
*.Citrix XenApp 4.5, 6 and 6.5
*.Citrix XenDesktop 3.0, 4.0, and 5.0
*.VMware Workstation 6.5
Data Loss Prevention for Network
*.Microsoft Windows Server 2008 R2 Enterprise Edition
*.Red Hat Enterprise Linux 5.6-5.8
*.VMware ESX Server 3.5, 4.0 and 4.1 (Network Prevent for Email & Web)
Data Loss Prevention for Storage
*.Microsoft Windows Server 2008 R2 Enterprise Edition
*.Red Hat Enterprise Linux 5.6-5.8
*.VMware ESX Server 3.5, 4.0 and 4.1
Data Loss Prevention for Mobile
*.Microsoft Windows Server 2008 R2 Enterprise Edition
*.Red Hat Enterprise Linux 5.6-5.8
*.VMware ESX Server 3.5, 4.0 and 4.1