Setup an unmanaged detector
http://www.symantec.com/docs/TECH96234
http://www.symantec.com/docs/HOWTO80763
To configure alerts, go to Monitors >> Notifications >> Notification Conditions
Add an alert for "Unmanaged Computers"
Also, be sure that you have the NTP component enabled so UD's can work correctly.
Also note that all devices without SEP will be alerted on. This goes for routers, switches, etc. You can set exclusions for them but it can be tedious. Also note, you need a UD on every subnet. The UD will only detect unmanaged PCs on its local LAN.