The Symantec Management Client(SMC) service is responsible for SEPM - SEP communication. If its not running than the SEP client is not communicating with SEPM and if its not communicating with SEPM then the client will not show in SEPM so either you can check the no. of clients in SEPM Vs actucal SEP clients and can compare it or go to the client phsically and check it.
If SMC service is not running that doesnt mean that the computer is not protected. Its just not communicating with SEPM Server and will not get any updates. If you choose No at the alert message then SEP will open up and will work as it suppose to be.