In Azure AD (portal.azure.com | Azure Active Directory) under Monitoring, you'll find Sign-ins and Audit logs available:
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Sign-ins will show you user sign-in attempts, app usage, sign-in physical locations, and whether MFA or conditional access was utilized to sign them in.
Audit logs provide a wealth of activity logging for all changes in Azure AD including inviting users, group membership or user role changes, password updates, or policy assignments.