See the explanation below.
Explanation
Set up auditing for your database
The following section describes the configuration of auditing using the Azure portal.
1. Go to the Azure portal.
2. Navigate to Auditing under the Security heading in your SQL database db2/server pane

3. If you prefer to enable auditing on the database level, switch Auditing to ON.

Note: By default the audit database data retention period is set to 100 days.
Reference:
https://docs.microsoft.com/en-us/azure/sql-database/sql-database-auditing