Modern pages are supported in general by SharePoint Online and SharePoint Server 2019. However for SharePoint Server 2019 the SharePoint Online Connector for Confluence web part at current is only available in classic pages.
To insert Confluence content in SharePoint edit the page and click on the + symbol and choose "Confluence Content":
Image 1: Add Confluence Content WebPart on a modern page (click to enlarge)
Classic pages are supported by SharePoint Online as well as SharePoint Server 2016 and 2019.
To insert Confluence content in SharePoint edit the page and click on "Add a Web Part" and choose "Confluence Content":
Image 2: Add Confluence Content WebPart on a classic page (click to enlarge)
Configure the WebPart
After inserting the WebPart, select the content type to be inserted: either a Confluence Page or a Confluence Blog List or a single Blog Post.
Image 3: Confluence content options (click to enlarge)
Insert Confluence Blog Lists
To insert Conflunece Blog Lists from a specific space, you will have to choose Blog Lists in the configuration overview.
The list of Confluence Spaces will be automatically adjusted when typing the title of a page. If there are too many results, you may want to refine your search by limiting it to one Confluence Space by selecting that Space in the menu.
Image 4: Blog Lists (click to enlarge)
You may preview or save you configuration at any time.
Finish the process by saving your configuration and saving the SharePoint page as well.