Personally I haven't done this yet, but I would try this:
Create a PowerShell script that collects all the data you want/need. The script should either push all that information into a separate event log entry or mail it straight out (I would assume both of these would work with PRTG monitoring, too?)
Create an Action in the agent's configuration file to run that PowerShell script
Create a new event and configure event processing policies to trigger the action you just created when your newly created event is triggered
Configure the CPU DCI to probably check every 5 seconds, set the threshold to trigger the event you created on three consecutive values over 80%
If your script just sends a mail directly, that'd be it.
If the script creates an event log entry, you'd also have to set up event log monitoring in NetXMS for your Windows system and create another event (in NetXMS) and action to be triggered (moving the email/SMS or whichever action you wish to trigger to the NetXMS server). See https://wiki.netxms.org/wiki/UM:Log_Monitoring
