@Vishu Here are the steps to monitor a SQL Server on a virtual machine using Azure Monitor:
By using Azure Monitor to monitor your SQL Server instances, you can gain insights into the performance and health of your databases and take proactive steps to address any issues that arise. Here is link to youtube where you can watch how to set up the insights. https://www.youtube.com/watch?v=OwNS6wbPhyI
Here is the data that will be collected once you follow above process mentioned in the video.