Explanation
Auditing for Azure SQL Database and SQL Data Warehouse tracks database events and writes them to an audit log in your Azure storage account, Log Analytics workspace or Event Hubs.
Alerts in Azure Monitor can identify important information in your Log Analytics repository. They are created by alert rules that automatically run log searches at regular intervals, and if results of the log search match particular criteria, then an alert record is created and it can be configured to perform an automated response.
References:
https://docs.microsoft.com/en-us/azure/sql-database/sql-database-auditing
https://docs.microsoft.com/en-us/azure/azure-monitor/learn/tutorial-response