dlp monitor is not opening
This area is specialized, you need DLP here:
or, as per your profile, ePO here:
I've moved this thread to Data Loss Prevention (DLP).
Think maybe you can expand a little and let us know if get an error or if you have the DLP console installed ?
Trying right clicking on IE and run as administrator and see if it opens
Which version of DLP? If version 9.2 and below, you will need to reconfigure the options to point to the WCF service installation. If it's 9.3 and up, there are several causes. As stated, can you expand on what you're experiencing?