Hello Vishu,
Thanks for your question.
Yes they can. Would provide the docs you requested:
SQL MI: Monitor Azure SQL Managed Instance
SQL Database: Monitor Azure SQL Database
SQL on Azure VM: https://learn.microsoft.com/en-us/previous-versions/azure/azure-monitor/insights/sql-assessment
SQL on VM using ARC: Monitor SQL Server enabled by Azure Arc (preview)
You can mark it 'Accept Answer' and 'Upvote' if this helped you
Regards,
Abiola