You cannot integrate Datadog directly into the cloud-hosted version of FusionAuth. The only relevant section in the documentation is "Use Datadog Agent on a Remote Host." This requires setting up Datadog to monitor FusionAuth using the Prometheus Metrics API endpoint. For monitoring failed 2FA rates, FusionAuth does not currently have built-in support. There is no webhook for failed MFA, but you can use the failed login webhook to monitor incorrect password attempts.
Retrieve system metrics using Prometheus
Use the Datadog Agent on a remote host
User login failed webhook