Configure a Data Filtering Profile on the web UI at Objects > Security Profiles > Data Filtering.
The Alert Threshold and Block Threshold fields specify how many instances of a data match, within a single session, that must be observed before the Palo Alto Networks device performs an alert or block action, respectively.
To configure a Data Filtering Profile that will alert and not block, set the value of the Alert Threshold to a non-zero value and set the Block Threshold to 0.