Hi @louis1, welcome to community!
You can read this documentation for Instagram Graph API Private Replies - Instagram Platform - Documentation - Meta for Developers.
And because it will need a trigger (in this case is Webhook),
I suggest you to use Facebook Trigger, and you can read this documentation for the Webhook response Webhooks - Platform Instagram - Dokumen - Meta untuk Developer.
Also, you will need to know the guide to use Facebook Trigger or Webhook node, since you will focus to Instagram DMs, here’s the n8n documentation that you can follow Facebook Trigger Instagram object documentation | n8n Docs
Hope it helps!