I've just finished installing SEP 11 MR5 Client manually in all of my laptop in new site, can I assume that those clients is automatically updating to Liveupdate website through the internet without SEP Manager ?

--Yes. An unmanged client daily takes update at 8:00 PM from the Symantec site, If you want you can change it.

In the client UI-->Click Change settings--->Client managemnt--> Configure settings --> Live update

and last thing is that how can I convert those unmanaged SEP client into the managed one ? Shall I just manually create GPO login script to copy sylink.xml into the respective directory ?

----No need for GPO script

 
How to change a Symantec Endpoint Protection client from unmanaged to managed
http://service1.symantec.com/SUPPORT/ent-security.nsf/docid/2007082009543848
 
1.Copy of the file Sylink.xml from the server from C:\Program Files\Symantec\Symantec Endpoint Protection Manager\data\outbox\agent\
2.  On the client computer , click Start > Run, type smc -stop, and click OK.
3.  Copy the Sylink.xml into the C:\Program Files\Symantec\Symantec Endpoint Protection folder, and replace any existing Sylink.xml file.
4. Click Start > Run, type smc -start, and click OK.

Also There is no need to replace the sylink manually .You can either use any of the 2. They will replace the sylink automatically on all the machine
 
    https://www-secure.symantec.com/connect/articles/how-run-sylink-remote-replace-sylink-remotely
    https://www-secure.symantec.com/connect/downloads/sylink-remote
    https://www-secure.symantec.com/connect/downloads/sylinkreplacer-tool-connecting-sep-clients-sepm