@Hong Ye , Thanks for posting in Q&A. For the Intune Connector, it is not necessary to install on DC. But it needs to be installed on a computer that's running Windows Server 2016 or later with .NET Framework version 4.7.2 or later. And the computer must have access to the internet and your Active Directory. Here is a link with more details.
https://video2.skills-academy.com/en-us/mem/autopilot/windows-autopilot-hybrid#install-the-intune-connector
For our issue, please firstly check in Intune portal to see if the Intune Connector is there and active.
Then check if the network requirements are all met.
https://video2.skills-academy.com/en-us/mem/intune/fundamentals/intune-endpoints
In addition, here is a link with troubleshooting steps. You can read it as a reference:
https://oofhours.com/2020/07/19/troubleshooting-windows-autopilot-hybrid-azure-ad-join/
Note: Non-Microsoft link, just for the reference.
Please check the above information and if there's any update, feel free to let us know.
If the answer is helpful, please click "Accept Answer" and kindly upvote it. If you have extra questions about this answer, please click "Comment".
Note: Please follow the steps in our documentation to enable e-mail notifications if you want to receive the related email notification for this thread.