You have integrated Cloud DLP with DLP CDS ICAP, and prepared policy, but you are not seeing any incidents created.
Cloud DLP with DLP ICAP connector and Management Center
Cloud SWG customer can manage their policy in one of two mode.
Poral Managed policy will offer a source selector in the DLP configuration:
UPE / Management Center managed policies will not offer a source selector in the DLP configuration. The source selection has to be done in Management Center:
For UPE customer the Management Center policy should have a rule to send selected sources to DLP using the reference proxy DLP ICAP action.