DPA can monitor the SQL Agent via an alert type named "Windows Service Not Running". To create that alert, click on Alerts and then the Manage Alerts tab:
On the next page, fill out the alert name, frequency, select instances to execute against and for the Service Name field use the name from the Windows Service screen. In my case, I have a SQL2014 named instance so I enter SQLAgent$SQL2014.
There is also a custom alert example here: SQL Server SQL Agent Alert - Monitor SQL Agent