A DMZ network is a network that is isolated form the public internet via a firewall and from the corporate network, also via a firewall. In theory this can be the same firewall with different sets of firewall rules (more information can be found by searching for single firewall/dual firewall).
This means that, if you want to connect to dataminer.services via a DMZ set up, you have to install the CloudGateway on a windows machine located in your DMZ network. Then you have to configure some firewall rules to ensure DMS <--> CloudGateway and CloudGateway <--> dataminer.services communication is possible. You can find the details in the docs.