As usual, here is normal checklist when using dpm
a) Install DPM agent on Front End Sharepoint
b) Install DPM agent on Database server
c) Configure Protection Group on Front End Sharepoint
But why no Sharepoint farm appear?
To protect sharepoint, you need to execute 2 additional command on the front end sharepoint server.
1. Navigate to C:\Program Files\Microsoft Data Protection Manager\DPM\bin\
2. Create protection group
Note: Configure protection group on front end sharepoint server is sufficient. You do not need to create another protection group on Sharepoint Database server.