is DU doing the admissions through JEE Mains or it is conducting its own exam for admission......??

DU has no affiliation with JEE or its own conducting body. DU takes admissions through higher secondary marks of a student and releasing subsequent cutoffs for it's constituent colleges.

There are a few courses however, where DU conducts an entrance exam. For example, business management course at Shaheed Sukhdev College of Business Studies requires you to clear an entrance exam.
Hope this clears your doubt!