You can create a incident from the Search Results Details view or from a selected result in the list of searches.
In ePO - On-prem, select Menu → DLP Capture.
In the Search List, find the search whose results you want to create an incident from and click the number of results link.
In Search Results, either select the result and click Actions → Create Incident, or click a specific Result ID and click Actions → Create Incident.
An incident is added to the DLP Incident Manager and a link to it is added in the selected result's details.