Thank you @Nutmix for reaching out. Apologies for the delay in getting to this thread.
You can install a small instrumentation package (SDK) in your application or enable Application Insights using the Application Insights Agent when supported. The instrumentation monitors your app and directs the telemetry data to an Azure Application Insights Resource using a unique GUID that we refer to as an Instrumentation Key. Please refer here for additional details.
- Azure VM and Azure virtual machine scale sets
- Azure App Service
- ASP.NET - for apps that are already live
- Azure Cloud Services, including both web and worker roles
- Azure Functions
Application Insights is a feature of Azure Monitor.
In September 2018, Microsoft combined Azure Monitor, Log Analytics, and Application Insights into a single service to provide powerful end-to-end monitoring of your applications and the components they rely on. Features in Log Analytics and Application Insights have not changed, although some features have been rebranded to Azure Monitor in order to better reflect their new scope. The log data engine and query language of Log Analytics is now referred to as Azure Monitor Logs. See Azure Monitor terminology updates.
Please refer here for additional details on Azure Monitor naming and terminology changes.
Hope this information helps, please circle back if you need any additional details.