EDM is not able to block and notify users on the endpoint agent. There is a need to be able to do these things along with local detection on the endpoint and avoid two their detection.
With the release of 15.5, a new technology was released called EMDI. This solution will allow for local detection on the endpoint and is able to do the blocking and user notification. See 15.5 DLP Admin guide for more information under Chapter 26, "Remote EDM indexing".