Dell informed me that this is 'by design'.  SCG cannot detect that SNMP has been setup of switches, so you have to setup SNMP and 'trust' it works or fault the device in someway to trigger an alert.  
Having setup Dell SCG and seen my Devices all with a status of Success, I was surprised to have a PSU issue in a monitored switch and SCG not detect it.  On investigating further I can see that Monitoring is not enabled for my switches.  I am not sure what status of Success actually means? Reviewing the Help Secure Connect Gateway 5.00.06.xy — Application Edition Online Help I then added config 'snmp-server host XX.XX.XX.XX traps version 1 v1'.  Unfortunately this has not worked.  Any ideas of what to try next?      
Configure Dell Switch SNMP for Dell SCG not working