Go to Monitor page in Azure Portal. Select alerts. Click Create and then Alert Rule. Select the subscription you want to create the alert rule. Select the resource type (for example Network Security Group). Check Include all future resources and click Done. On Condition tab add condition. You will see a list of pre-defined conditions for Activity Log signal type. Find the one that you need and click Done. Continue the rest of the process to create the alert. With the exception of Security Policy Rule which is unclear what is for the others you should be able to see pre-defined conditions that you can use. You will have to create the same alert in each subscription you have to monitor.
Please "Accept the answer" if the information helped you. This will help us and others in the community as well.