1. Use "Screen Capture Protection" rule to monitor print screen key. Also select Screen Capture in the Agent Configuration | Miscellaneous.
The Print Screen key handler option enables keyboard screen capture blocking.
If you select the Applications handler option, specify which applications are blocked in the Advanced Configuration tab with Screen capture applications | Settings.
In the rule you can select application definition to specify which application(e.g., Microsoft Office Application) you want to monitor. Do not select any to apply it to all application.
If you select Store Evidence, it will store the moment when print screen taken of the highlighted application in a jpg file.
To get a mail notification. Go to Menu->Data Protection->Incident Manager. Click on Incident Task(Included in DLP 9.3). Create a new Mail notification task to receive mail with your requirement.
2. You can explore other protection rule to match your requirement(like printing protection, removable storage protection, clipboard protection etc.) to monitor priniting, copying, sharing.