SMTP server details have already been entered under System > Settings > General > Edit general settings on the Enforce UI.
What should be the next step to create the alert?
These KB articles provide some additional information:
Configure Enforce Server to send email alerts
System Monitoring Best Practices using Prevent
Note: For more information, refer to the "System event codes and messages" page in our online help.
For DLP 15.8 the link is; System event codes and messages.