You need to have suitable snmp tools installed. This section includes brief details for using the tools supplied with Windows under 'Management and Monitoring Tools'. To set up alerts, find the required message number in message.conf. Ensure that this is routed to the eventlog, either specifically or by severity.
Eg to make message 51 ('Response file for
transfer is
available') route to the log and event log add a line:
message.route.51 = 'log,eventlog'
If using the Microsoft tools, use the evntwin program to add a new trap for the required message number. The event source name is SFTPPlus.