Is there an easier way to automatically add non domain pcs to the policies without having to do it manually?
In SEC polices are assigned to groups. As long as the client is in the right group it should get the policy.
https://support.sophos.com/support/s/article/KB-000033327?language=en_US details the -G switch when running Setup.exe that will put the computer into the right group so it automatically gets the policies.
https://support.sophos.com/support/s/article/KB-000034194?language=en_US may also be helpful as you can move a computer to a group from the client using the same registry key that setup.exe writes and restart the Sophos MCS Agent service to read it.
If you're using SEC to Push the install, then the computer is typically in the right group.