The purpose of Data Loss Prevention tools is to detect the accidental or deliberate transfer of internal information to anybody which is not supposed to get these information, like the public, media, competitors or attackers. Such internal information might be company secrets but also information which the company is asked to protect for others (i.e. credit card information, personal information...).
Is that mean the administrator of the DLP can control our secret information, for example my emails, websites that i access, ...
If you use your work computer for private things like emails or web surfing then the administrators can probably see what you do. But, the main idea behind getting paid for work and using a computer provided by the employer is that you are doing the things which you get paid for, which usually does not involve private emails or web surfing.
If the use of work system for private communication is even allowed can depend on local laws or your specific work contract. If private communications using work systems is allowed then look in your contract or ask the employer if and how the DLP systems can distinguish between private and work related communication or if the private communication gets monitored too.