Explanation
To audit AD FS user authentication, you need to install Azure AD Connect Health for AD FS. The agent should be installed on an AD FS server. After the installation, you need to register the agent by running the Register-AzureADConnectHealthSyncAgent cmdlet.
Reference:
https://docs.microsoft.com/en-us/azure/active-directory/hybrid/how-to-connect-health-agent-install
https://docs.microsoft.com/en-us/azure/active-directory/hybrid/how-to-connect-health-adfs