If i'm interpreting that question as "I want to use FME to create a new MXD with layers already added" then you'll need to use ArcPy (and ArcObject) to create an MXD, write the data out from FME and add the layer.

https://gis.stackexchange.com/questions/50714/seeking-python-script-for-creating-mxd-files

If i'm interpreting it as "I have a process in FME that creates data, and I want to display this in ArcMap"

Then you can write the data out to a gdb, shp (any format ArcMap supports) and either add it manually, or add it programmatically using arcpy

https://desktop.arcgis.com/en/arcmap/latest/analyze/arcpy-mapping/addlayer.htm

i have already the data .

could I write the data directly to display it in arcmap ?

i would like to create Fme workspace and write automatic the output directly without exporting the data into gdb then add manually to arcmap .

so to write into automatically in arcmap ,will be possible by Esri arcsde writer ?

thanks for help

an ArcMap document (mxd) doesn't store any data. All data is stored in an external location, GDB, SDE, SHP etc.

If you already have a feature class added to the map, then appending new data to it will be shown on the map. If you need to create a new feature class (in a GDB or SDE) or a new SHP, then you're going to have to add it to the map - be that manually or programmatically through arcpy