@Vinod Survase, Thanks for posting in Q&A. Based as I know, there is no setting or configuration profile in Intune that generates an email alert when someone connects a USB storage device to a device.
Currently, via Intune, you can use Administrative Templates (ADMX) templates to configure USB settings in a policy and deploy it to your Windows devices. This policy can block specific types of USB devices or allow specific USB devices, such as a keyboard or mouse.
For your request, you can feedback in the following link to see if we can get this feature in the future:
https://feedbackportal.microsoft.com/feedback/forum/ef1d6d38-fd1b-ec11-b6e7-0022481f8472
Thanks for your understanding.
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