Data are very similar to Resources in CDKTF, you probably just need to find the right import. I'm not sure I've found the exact Azure Subscriptions data you're looking for but hopefully it illustrates the approach.
https://github.com/cdktf/cdktf-provider-azurerm/blob/main/docs/dataAzurermSubscription.python.md
from cdktf_cdktf_provider_azurerm.data_azurerm_subscription import DataAzurermSubscription
...
DataAzurermSubscription(stack, ...)