The Datadog 5.x agent introduced a new method for reporting on various states via Monitors versus the old method which relied on Events.
The warning is innocuous and it is intended to notify customers who are relying exclusively on Events that there are new notification methods that should be used moving forward.
If this warning is a distraction for you or your team you may get rid of it by enabling the “skip_event” attribute in the source YAML file. Here is an example using the TCP_Check: https://github.com/DataDog/dd-agent/blob/master/conf.d/tcp_check.yaml.example#L26
Please note that this warning does not occur on most recent versions of the Datadog-agent, as "skip_event" is set to True by default now. You can use the one-line install command to upgrade the agent (https://app.datadoghq.com/account/settings#agent).