If i not wrong, selection of methodology will decide the data modeling to use..
If i use Agile methodology, can i draw DFD as my data modeling?
or I have to use UML?

(DFD is much more easier for me)

Agile is a way of thinking about requirements, then creating what is needed. Agile practice doesn't even need to be about coding a program, it can be used for any requirements about any product, though programming is the place it is most used. There is no part of Agile development that specifies how requirements are described, nor how you use those requirements to create a product. Your concern about this makes it clear that you do not yet understand what Agile development really is.

You can use UML, DFD, a spreadsheet, voicemail or sending signals by tapping your water glass: Whatever works best in your environment. Use what the client is equipped to deal with. If you are in a software class, then the professor is your client.

Be aware that because Agile makes heavy use of code refactoring, the specifics of your data (data flow) may change with each iteration: Make sure your tool can easily cope with changes.