Is your span or tap configured correctly? Did you assign the correct NIC in the n. monitor configuration? Are you using the correct packet capture software included with the DLP software? Have you configured a policy to capture data? Does a packet capture on the NIC show that you are indeed capturing HTTP, HTTPS, SMTP, FTP traffic? What OS are you using, did you install the software correctly?
This question is very vague, but I would start by looking over the installation guide and walking (very slow) through this guide and making sure it is installed properly.
After you have confirmed all the above, then I would look at the \Vontu\Protect\logs directory for analysis. If you can't get the product installed properly please open a ticket with Symantec support, or call your Symantec sales representative and get a professional services consultant to assist with your installation. It is extremely important to get this product installed properly.