Firepower 2110 only has interface type static and dhcp.I cannot see pppoe option in WAN interface.
I use FDM for management.
As noted below, FDM-managed Firepower Threat Defense hardware appliances added PPoE support in 6.6.
PPPoE is not supported on FMC-managed devices. If your ISP requires PPPoE, you will have to put a router with PPPoE support between the FTD and the WAN modem (when using FMC management).