Hello @Sharukh Kundagol,
Welcome to the MS Q&A platform.
Here is a blog post explained about how to configure data bricks to send events to App insights.
For ADF, you can use Web Activity to invoke the Application Insights REST API after the execution of your main activities(Or use Execute Pipeline Activity to execute your root pipeline and get the status or output of it). Then send it to App Insights REST API.
Please refer to this document:https://www.ben-morris.com/using-azure-data-factory-with-the-application-insights-rest-api/
This thread is discussed here.
I hope this helps. Please let me know if you have any further questions.
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