The monitoring of Microsoft System Center Data DPM server alerts is not enabled by default. When enabled, DPM will publish alerts into the DPM alerts event log on the local DPM server. These alerts can then be seen in Windows Event Viewer. Once these alerts are published, you can use external monitoring tools such as SCOM or a third-party management product to monitor DPM and collect those events.
SCOM has a number of capabilities that are much broader than just monitoring DPM, and so I would advise that you go to https://docs.microsoft.com/en-us/system-center/scom/welcome to understand the full capabilities of Microsoft System Center DPM.