I just downed my Embedded database service on my 12.1 RU1 SEPM, and it sent me a message automatically.
Message from:
Server name: servername
Server IP: *.*.*.*
The Symantec Endpoint Protection Manager database has gone down and needs immediate attention.
I have done nothing special to set up notifications on that SEPM. (It just sent another one, five minutes after the first, to remind me it needed attention.)
If you're using SEP 11.x, you might try Monitors > Notifications > Notification Conditions > Add... and try "Server Health". Alternately you could try "System Event">"Server Activity" or "System Error", then set the Severity to "Error and above".
sandra