Hello,
Windows 2011 SBS Server has a Windows Firewall.
You could either Turn off the Windows Firewall OR create port Exception for the SEP 11. Here is an Article:
Which Communication Ports does Symantec Endpoint Protection 11.0 use?
http://www.symantec.com/docs/TECH102416
Symantec Endpoint Protection: Troubleshooting Client/Server Connectivity
http://www.symantec.com/docs/TECH105894
Again, SBS 2011 is definitely supported with SEP 11 RU5 and above:
Support for Symantec Endpoint Protection and Windows Small Business Server 2011
http://www.symantec.com/docs/TECH156294
Here is another recommended article as well:
Best Practices documents for Symantec Endpoint Protection 11.0 on Microsoft Small Business Server
http://www.symantec.com/docs/TECH104584
Hope that helps!!