Extend documentation on Datadog metrics

- Document that an application key must be set to publish metadata
  for the exported metrics.

- Point out that using a non-US Datadog site (e.g., EU) requires
  changing the `uri` property.

See gh-30879

spring-boot-project/spring-boot-docs/src/docs/asciidoc/actuator/metrics.adoc

@@ -132,6 +132,30 @@ To export metrics to {micrometer-registry-docs}/datadog[Datadog], your API key m
 	        api-key: "YOUR_KEY"
 ----
 
+If you additionally provide an application key (optional), then metadata such as meter descriptions, types, and base units will also be exported:
+
+[source,yaml,indent=0,subs="verbatim",configprops,configblocks]
+----
+	management:
+	  metrics:
+	    export:
+	      datadog:
+	        api-key: "YOUR_API_KEY"
+	        application-key: "YOUR_APPLICATION_KEY"
+----
+
+By default, metrics are sent to the Datadog US https://docs.datadoghq.com/getting_started/site[site] (`https://api.datadoghq.com`).
+In case your Datadog project is hosted on one of the other sites, or you need to send metrics through a proxy, change the API base URL accordingly:
+
+[source,yaml,indent=0,subs="verbatim",configprops,configblocks]
+----
+	management:
+	  metrics:
+	    export:
+	      datadog:
+	        uri: "https://api.datadoghq.eu"
+----
+
 You can also change the interval at which metrics are sent to Datadog:
 
 [source,yaml,indent=0,subs="verbatim",configprops,configblocks]