Direct Debit needs to be set up directly with the company that you will be paying to (for example a gym or gas company). This way, you give them authorization to take money from your account. There is no need to inform Revolut when setting up a Direct Debit.
Please note that Direct Debits are currently supported in Euro only.
All you need to do is to provide the company with your EUR account details that can be found in the Revolut app.