Hello,
Yes you can quarantine the email with DLP policy manager and set the notification as per requirement, notification tab gives you 2 options either send the notification to the sender or Other. Below is the step through which you can configure the notification:
You can use "DLP Notification" option under DPL Policy Customisation > Message Actions > Expand "Advanced" section on Message Action Page > Under option "DLP Notification"
If you want the notification to be sent to anyone other than the sender you can select "Other" option and mention the email address or multiple email address separated by commas.
Regards,
Aakash