If you have not yet installed the Datadog Agent, go to the dedicated Agent integration page for installation instructions. If you just installed the Agent, it may take a few moments before you start seeing metrics appear. The first place you should check for metrics is the Metrics Explorer.
If you think you might be experiencing issues, follow this checklist first:
datadog.yamlconfiguration file the API key corresponding to your Datadog platform?
datadog.yamlconfiguration file matching the one from your organization?
If the answer to all questions above is
yes, then run the status command for more details about your Agent and its integrations status. You can also check the Agent logs directly and enable debug mode to get more logging from the Agent.