You have configured the Endpoint Protection clients to send data and file reputation queries to ATP.
Ref: Configuring endpoints in Symantec Endpoint Protection to communicate with ATP
When you review the Troubleshooting section of SEP, the ATP Connection status shows "Not Authenticated."
The authentication referred to in this troubleshooting window is the new EDR2 functionality that SEP 14 RU1 and ATP version 3.0 establish. If you are running previous versions of either of those products, they will not authenitcate.
This is expected behavior for SEP versions 14 MP2 and earlier, and ATP 2.3 and earlier. If you have ATP 3.0, but have not enabled EDR 2.0, this is also expected.
If you see this status with ATP 3.0 and later, SEP 14 RU 1 and later and EDR 2.0 enabled, the enrollment process is still in process or is stuck.