If you are referring to all the e-mail that is Quarantined or Denied for policies other than Spam, such as Content or Attachment violations, there is a way to set up your policies so that a notification goes out to the recipient or the sender or both, whenever there is an action taken.
In Email Defense, Policies, Select the policy you wish to configure by double clicking it or highlighting it and clicking Edit. Go to the category that you wish to notify for, by clicking on the related tab, then click on the Notifications tab under that category. From there you can configure the notifications that you would like sent. You can also customize the notifications by clicking the Notifications tab when first opening the Policy.