Microsoft Dynamics AX can host a mixture of application types: Microsoft Dynamics AX - Wikipedia
Only applications running under the Microsoft .NET Framework/Common Language Runtime (CLR) environment can be monitored by the .NET agent e.g. applications written in the C# language: Implementing Agents > .NET Agent
For other applications written in X++ some MS Dynamics AX monitoring can be achieved with the CA Perfmon Agent Collector installed with the .NET Agent. The CA Perfmon Agent Collector enables the publishing of metrics from Windows Performance Monitor (Perfmon) objects, counters, and instances
Implementing Agents > .NET Agent > Collect and Customize Performance Monitor Data
Therefore after additional Perfmon Objects/Counters best suited to MS Dynamics AX are configured into the Windows Perfmon they can then be added to the CA Perfmon Agent Collector configuration. Examples can be found on the web e.g.
Microsoft Dynamics AX Administrator's Guide > Monitoring and tuning > Set up Performance Monitor counters
Essential Performance Monitor Counters: Microsoft Dynamics AX