Active Directory: SCOM can monitor various aspects of Active Directory. However, as of my knowledge up to 2021, SCOM does not natively support monitoring the creation or deletion of user accounts, groups, and OUs, or adding or removing users from groups, creating or deleting GPs. You might need to create custom rules or monitors for these specific activities.
DHCP and DNS: SCOM can monitor DHCP and DNS servers. After importing the necessary Management Packs, you might need to configure discovery and monitoring settings for your DHCP and DNS servers.
Exchange Server 2016: SCOM can monitor Exchange Server 2016. I'm not clear remember but, there are no plans to release an Exchange Server 2016 Management Pack.
You might need to use the Management Pack developed for Exchange Server 2013 (and later) for monitoring Exchange Server 2016.