With Symantec Data Loss Prevention version 11.1 and later, you can index documents stored on a remote SharePoint 2007 or 2010 server using WebDAV. Once you have enabled WebDAV for SharePoint, you can use the "Remote SMB Share" option available during IDM index configuration to index the remote documents.
Refer to the attached document Remote IDM indexing of SharePoint documents using WebDAV for details on implementing this feature.