ENABLE DIAGNOSTICS TO LOG ANALYTICS
This configuration is done PER DATABASE
1. Click on Diagnostics Settings and then Turn On Diagnostics

2. Select to Send to Log Analytics and select the Log Analytics workspace. For this sample I will selected only Errors

Reference:
https://techcommunity.microsoft.com/t5/azure-database-support-blog/azure-sql-db-and-log-analytics-better-together-part-1/ba-p/794833