You need to run the DLP Server installer on each server you need as a detection server. At that point, you can choose what kind of installation you'll be running (1-tier, 2-tier, or 3-tier) and what type of server the one you're installing is to be (enforce server/detection server).
My mistake, you'd find that information in the installation guide...not the Admin guide (whoops!)
Hope this helps
~xlloyd