Verify that you applied that policy to the Group(s) that need to be monitored by clicking on the Groups button, click on the Group that should have the policy applied to it, then you can drag policies from the Available Polices which are not being used, to the Assigned Policies column. The Assigned Polices are active for that Group. Then scroll down and click on the Save button.
Make sure you created the policy and the rules in that policy – Along the left side of the screen click on Policies, choose the policy name, click on the Rules tab to see the list of rules. You can use the “+ Add Rule” button if you would like to add a Rule.
Click on Policies along the left then choose the Policy you are interested in looking at. Next, under the Information tab look at the Message Nature section to make sure you are setup to look at what you want, like Inbound, Outbound, etc. Then click on the Save button.