I assume you are asking failed unauthorise usb being plug in (example)
If you had monitor rules that violates the USB Storage Devices they should have a failed information on your monitor rules.
Create a queries based on that DLP rules and the information type(failed usb events) to be generated out. and delivery depends what file type and the mode of deliver to SMTP etc(provided is being configured).
In simple term. If you can create queries appear on dashedboard over there. I am sure you can generate out the report. Report is generate out using the same queries.