When configured to monitor traffic on internet webmail sites, results vary between domains.  Notifications and blocking functionality does not always perform as expected.
The DLP Endpoint Agent can monitor https web traffic, however, results will vary depending on the domain and the internet webmail API implementation.

Internet sites implement webmail API differently, and do not always produce expected results when using DLP Endpoint Agent monitoring. 

Testing on outlook.com with Symantec Data Loss Prevention Endpoint Agent, sensitive content produced a match in the body and/or the attached file of an email being generated and sent on the site. Testing produced successful notification and blocking in the three common browsers, IE, Chrome and Firefox, on a Windows workstation operating system.
Symantec recommends testing extensively when monitoring traffic on all webmail domains.