Managed simply means the SEP client is managed by the SEPM, meaning you can assign policies, receive logs from the client, etc. It is the central management console for all SEP clients that are managed by the SEPM.
Unmanaged means that the client is not managed by the SEPM. All configuration needs to be done on the client instead of thru the SEPM. You cannot manage policy or view logs from the client thru the SEPM. It will all need to be done on the client.
That is all managed and unmanaged mean.
Mick's claims are the truth. Although Windows malware will not run on Linux and Mac and vice versa for all three, it is still possible to physically have a Windows file on a Mac or Linux system. The Mac or Linux OS probably won't recognise it or it won't run but the file can still be there.
As an example, I have people attach their phone via USB. The phone is running the Android OS (Linux based) and some phones will be infected. The SEP client on the Windows machine will detect and clean it even though it is Linux based.
In the past, I've pulled hard drives from machines running the Linux OS and attached them to my Windows machine and scanned with the SEP client. Malware was found and cleaned. So regardless of the OS, SEP will catch and clean if there is a signature for it.
I'm not sure about a KB article as I've never searched for one but I do know SEP can detect malware for Windows, Mac, and Linux.
And just as an fyi, malware is mutating to the point where it will actually detect what OS you're running first than infect accordingly.
I'm not sure what time zone Mick is on but I'm sure he has a busy schedule. Usually it's harder for some of the Symantec employees to keep a regulare presence. But I'm sure he will update when he gets a chance. Hopefully I've explained well enough though. I'm not sure if I can word it any other way. If you're looking for a KB for proof, hopefully it will be provided. I just know based on my experiences with SEP over the past 4 years of what it can do and it does work on all three of the OSs.