I see there are 2 suggestions here already but I strongly believe that using Microsoft Sentinel is the best way to track your users.
I don't disagree with my colleagues above, using the Azure activity logs and Azure monitor are quick and easy ways to get to your objective.
Within Sentinel you can not only use KQL VERY simply to see all user activity "search <username>", but you can also configure any number of correlations to track specific user activity.
In addition you have access to hundreds of threat hunts that are designed out of the box to identify unusual user activity.
You also have the UEBA feature which will automatically monitor unusual user activity.
Note that tracking just the Azure logs using Azure monitor is only giving you a piece of your user activity.
You should be thinking about the big picture - monitoring ALL of your user activity inside Azure and out - Sentinel is built from the ground up for that purpose.
Good luck!