Always remember HDLP is protecting data leaving out the company. Not really a tracker to track the history of who access certain files or edit the files.
If you need to track is someone sending out emails with specific files, yes you can. As you can monitor/prevent those files transfer out (but these files are being tagged). Tested before with Ms Outlook and Lotus Notes.
For IMs not sure. I think there should be some controls on application. Should be not an issue. (There is alot of complication like ports numbers, web urls and program files to look into).
Network Sharing i presume you are asking for Local Network Share Drives. You can't really trace once you drop to network. If they are allow to use the share drives. It is still within the company. If you talking about website upload. I think there is a web protection rules which be used. Not sure how well it works though.
For e-mail it supports only Microsoft Outlook and Lotus Notes. If it's webmail, you can monitor it through web post protection rule, but only for Internet Explorer. For other browsers, you'll have to use Network protection Rules
IMs- you can't do anything about text messages written into the IM window, but you can block file transfer through Network protection, or block clipboard when someone wants to paste stuff intro a chat window.
Network sharing: you can monitor what data they send to network shares, but you can't monitor is someone accesses their machine through a share to copy data.
Our main requirment is to monitor a traffic which are accessed by windows network shring (SMB). either it is file sharing or admin hidden sharing.
Can you offer more details about this? The best way is by giving examples of scenarios.