Hi Wayne ,
yes, It is possible for this. u must need to integrate the DLP with AD and activate smart responce rule to send email notifiaction to manager. This u will find at policy rule in manage>Policy list ......
Please refer below link u will get better idea.
https://www-secure.symantec.com/connect/forums/incident-detail-information
http://www.symantec.com/connect/forums/dlp-incidents-response-rule-configuration
https://www-secure.symantec.com/connect/articles/send-email-notification-admin-dlp-user-change