In most cases it is advisable to contact faculty while applying to the graduate school. But not all professors reply to the emails and in most cases none of them reply to emails, so is it advisable to mention in the statement of purpose (SOP) that a faculty member was contacted even though no reply came from their side ?
I would recommend against mentioning e-mail contact with faculty unless you've had a substantive interaction, one that leads you to believe they would remember you and support your application. In particular, you don't want someone on the admissions committee to mention to a colleague "So, I hear applicant X has been in touch with you; what was your impression?" and receive the reply "I have no idea who that is."
If there has been no reply to your e-mail, you could still indicate interest in your statement of purpose ("Based on my interests in X and Y, I envision Professors A and B as possible advisors."). This would help classify the application and indicate who should look at it, without setting up the expectation that they will already know who you are.