After a new Cloud Connector has been enrolled in DLP v15, to include the full loading of its profile and policy matrix, there are no incidents or detections occurring via the related technology (WSS or CloudSOC) - despite the successful registration in either of their respective consoles.
Firstly, be sure there are no two-tier indexing issues, as per related article (TECH237055).
Secondly, in contrast to settings in DLP v14.6.x, in DLP v15 and above it is required that a "New Configuration" be setup in order for successful detection via Cloud Services.
Follow the steps given in the Admin Guide (also available online, via the Symantec Help Center, by clicking on the "?" in the Enforce Console), in the section entitled "Managing Application Detection":
After you have deployed and configured your Symantec Data Loss Prevention Cloud Service Connector, you can configure cloud application detection on the Manage > Application Detection > Configuration page
Take note, however, that while the documentation suggests you "can" perform this step, it is in fact required.