Hi @Abhijit Shrikhande
First of all, you need to get those logs stored in a Log Analytics Workspace.
They don’t sit around in the graph space so you have to store them somewhere.
You do this by pointing the diagnostic logs to a Log Analytics Workspace as described here:
analysis-services-logging
Once you have the logs stored in a workspace you can open it and use KQL to easily query all Azure activity.
Even cooler, get into Microsoft Sentinel and learn about SIEMs.
Also yes you can use powershell and Azure AD commands to search this activity ONCE it’s stored in a log analytics workspace, but the first step it to get it in there.
Hope that helps!