We want to monitor a Java Web App that runs on Azure with AppMon, i could not find any documentation, except the one for .NET agent.
Is there a way to do so, or would you advise using Dynatrace Managed instead?
AppMon can be used for this situation, however you'll find Dynatrace does a much better job, easier to use and richer data. For example, with Dynatrace you also get DAVIS data analysis. With Dynatrace you don't have to configure each AppPool separately, it just figures it out automatically.