Since Google Ads, Search Console and Google Analytics are all Google Products, it is easy to connect them with Data Studio. However, connecting Facebook ads to Data Studio requires a bit more custom setup.
We use Google Sheets as an intermediary to store data here. The flow goes something like this:
You can check out this YouTube video series for a paid alternative (supermetrics.com) that is a bit simpler to set up. Read on if you want to check out the free method.
https://www.youtube.com/watch?v=wVsSXFhjyUc&list=PLgr_8Hk8l4ZHchZpGaCBD6EA8kWrBEhYf&index=1
https://www.youtube.com/watch?v=tK1Kpzjqj3E&t=42s
Easy Steps to Connect Facebook Ads and Google Sheets
(If you need help with setting this up, do let me know)
You can then connect this sheet directly to Google Data Studio and use the report. For time-series data, you'll need to set up a query to get total campaign metrics into a sheet at the end of the day.
You can also use a service like Two Minute Reports to automate this