When you want to dig into specific violators for policies in your security health check, you'll first want to navigate to the Security Policy violation report. 

You can do this by clicking on "Security Recommendations":

Then, click on the specific policy block that you want to drill into to expand it (be sure to not click the link directly as that will bring you do a different page): 

Under "Affected Resources", you'll find the identifying information for the violating users or assets.

For more information regarding the security policies that generate these recommendations, see:  Actively Manage Security Policies