Hi Ollie,
If you're looking to find details about authentications with Azure Active Directory Accounts, then the place to see (manually) the details is --> Azure Portal --> Azure Active Directory --> Sign-in Logs.
If you want to have a report, you can make use of the Sign-ins Workbook inside Azure Sentinel.
For this you need to deploy an Azure Sentinel instance and configure to collect the Azure AD Sign-in Logs using the Azure Active Directory Data Connector in Azure Sentinel.
(Be aware that Azure Sentinel will generate costs - pricing details here
I hope it helps!
BR,
George