When you go to Devices > Socket Filter Agent, the Socket Filter Agent is not on the list.
When you go to Policies > Manage Policy Filters, then select CONFIG, you confirm that SFA Monitoring is enabled.
SFA monitoring is intended for filter monitoring.
If this is a new device to CA PAM or SFA is freshly installed on the device, then you need to assign a socket filter policy to the device in order for it to appear in the list.
After doing so, wait a few minutes and check the list again.
Check the log.txt residing under <Socket Filter>\Bin directory to troubleshoot the SFA related issues.