The software you have installed is not Symantec DLP. Its Symantec Endpoint Protection.
SEP (Symantec Endpoint Protection) has the ability to block Disk on Keys (Device Control) and also make them "read only".
But SEP does not have any "DLP" related abilities like searching for confidential data.
Please take a print screen and post it here. and also please mention what exactly do you wish to do.
I can tell you that at this moment, there is no possibility to use SEP to block certian file transfer, its all or nothing, you could exclude specific Disk on Keys that will be able to copy files to.