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You need separate dataflow to work with DOM. Cheap leverage brokers does not provide us that data. You need order flow providers -that is usually called as Level 2 data. I think it is possible but likely it will be too costly to incorporate that dataflow into the Metatrader.
To expound on this, there is no central order book for all forex or CFD markets. The best you can get is your specific forex/CFD broker-dealer's order book.
You could, theoretically, get a centralized futures market order book in MT5 but in reality this is rare. Even most futures brokers only provide top-of-book in MT5.
The MT5 DOM documentation basically describes it as an entry refinement tool for OTC markets: Depth of Market - Trading Operations - MetaTrader 5 Help
I've never been able to find an MT5 stock broker in the U.S. but someone somewhere might be using full depth of market in MT5. Screenshots, anyone?