Modern pages are supported in general by SharePoint Online and SharePoint Server 2016. 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 Posts
To insert a specific blog post, you can either search the post by title or type or paste in the URL.
When selecting the Search field, ten recently seen blog posts are listed.
Image 4: Blog Posts (click to enlarge)
The search can be refined by restricting the search to a specific blog or filtering the results by the last changed date. The following criteria is possible: Last 24 hours, last week, last month, last year
Image 5: Blog Lists (click to enlarge)
You may preview or save your configuration at any time.
Finish the process by saving your configuration and saving the SharePoint page as well.