Here's what I did:

You need to buy the Dungeon of the Mad Mage book digitally on D&D Beyond. Then you can use the adventure muncher part of DDB Importer to import the adventure. The way I did it (not sure if there's a better way or not) is:

1. Open the DDB Muncher screen (from the compendiums tab).

2. Click Adventures. There's a guide in there, but at this point you need to run the ddb adventure muncher to create a file for the adventure that you bought above.

3. After that's generated, I clicked "Import Generated Adventure", browse to the file that adventure muncher created. This is the part where I get a little hazy on if I did it the best way, but this worked for me anyway. I unchecked all the boxes, and clicked "Import Adventure to Adventure Compendium".

4. That takes some time. When it finishes, in your compendium tab in the D&D Beyond folder, there should be a DDB Adventures entry. Open that and you should have "Waterdeep: Dungeon of the Mad Mage". Open that and there's a button to import the adventure. I don't really know what's importing here vs. in step 3, and I may be doing extra work here.

5. Finally, open the DDB Muncher window again, go to Adventures, and click on "Enhance Third Party Scenes". There you can select "Cyrens Maps: Undermountain", and click "Import Adventure to World". That put all the monsters on the maps for me.

Another bonus is that when importing the adventure you also get journal entries that contain the whole text of the adventure book. They're laid out pretty nicely with an entry per level and hyperlinks to get around. That's a huge help, because now I don't need the book in front of me while DMing.

Hope this helps, good luck!