Currently, you cannot. The 'Adobe Cloud' version of Lightroom does not allow Plugins or Additional External Editors (other than Photoshop)
For DXO you would [Export] a file. [Open] in DXO, [ADD/Import] the image to Lightroom.
Or, if you have Photoshop installed- [Edit in Photoshop], Use DXO as a 'Filter' in Ps, [Save] the image (appears back in the Lightroom catalog).
Regards. My System: Lr-Classic 12.3 Photoshop 24.5, ACR 15.3.1, Lightroom 6.3.1, Lr-iOS 8.0.8, Bridge 13.0.3, Windows-11.