For DAM Assets: It uses the Assets Essentials to connect natively with AJO.
"Assets Essentials: Experience Manager Assets Essentials is Assets as a Cloud Service lightweight solution for unified asset management and collaboration. With a modern, simplified interface, it empowers creative and marketing teams to effortlessly store, discover, and distribute digital assets."
Ref: https://experienceleague.adobe.com/en/docs/journey-optimizer/using/integrations/assets
For CMS, you can find the below thread answer.
"AJO-AEM integration not yet available at this point of time, the feature was in beta phase couple of months back. Adobe Journey Optimizer October Product Updates webinar is there soon, hope to get an update on the feature."
https://experienceleaguecommunities.adobe.com/t5/journey-optimizer-questions/ajo-aem-integration/m-p...