datadog/docker-dd-agent:latest image for running the docker container dd-agent does not have JMX installed in it, since that's some additional weight that will not always be useful.
If you are interested in adding JMX-related integrations to your docker containerized dd-agent, you'll want to use the docker images that end in "-jmx" to install a version that does include JMX, e.g,
datadog/docker-dd-agent:11.0.5122-jmx. You can execute a docker-run with those images and the
SD_JMX_ENABLE=true environment variable, and then use service discovery to collect metrics over JMX using your dd-agent.