1. The first step will be to make sure you have the datadog agent running, and that the APM component of it is running and ready to receive trace data from your applications (this option in your datadog.conf, which must be set to "true").

2. Second, you'll want to install the appropriate library(ies) for the languages your applications are written in. You can find them all listed in your datadog account on this page: https://app.datadoghq.com/apm/docs

3. Third, once the trace libraries are installed, you'll want to add trace integrations for the tools you're interested in collecting APM data on, and the instructions for those will be found in each library's docs. (E.g, Python, Ruby, and Go)

The integraitons will be a fairly quick way to get pretty granular spans on where your applications have higher latency, errors, etc. If from there you'd like to go even further, each library's docs also have instructions on how you can write your own custom tracing functions to expose more info on your custom applications--that's a little more work, but is fairly straight-forward. You'll probably want to add those bit-by-bit as you go.

Then you'd be all set, I think. You'll be tracing services, resources to get the latency, request-count, and error-count of your application requests, and you can drill down to the flame-graphs to further understand what requests spend the most time where in your applications.

Looking back now, seems like they made some recent changes to the setup process that makes it even easier to get the web framework and database integrations added if you're using Python. They've even got a command line tool in their get-started section now.

Hope this helps! And reach out to their support team ([email protected]) if you run into issues along the way--they're always happy to lend a hand.