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Dear Sathish,
The out-of-the-box way instead of the PowerShell way is to use the Audit Log feature in Microsoft Purview and then export the corresponding Excel file, migrate them manually and connect them to Power BI.
For your reference: Audit log activities | Microsoft Learn
However, if you need a quicker way doing that, I think that you may need to use PowerShell or Rest API.
Thanks for your effort and welcome to share any updates if you need further help on this issue.
Sincerely
Cliff | Microsoft Community Moderator