Follow the given steps to add a folder to exclusion in SEP: -
1) In the SEP SBE Management Console: Go to Policies page and click on Add Policy.
2) Then in the Computer Protection section of the Policy Configuration page, click on Custom Exclusions.
3) Select the Folder from the drop-down menu.
4) Enter the directory you want to exclude using the format: [drive letter]:\path to folder\
5) If you want to exclude all the sub directories within the excluded folder, click the Sub folders check box.
6) Click on Add and the exclusion appears in the Current Exclusions list.
7) To finish, click on Save & Apply, at the bottom of the policy configuration page.
More information is available on the link given below: