With this authentication method, the user submits a user account name and associated password to establish a connection. This password is stored in the master database for user accounts linked to a login or stored in the database containing the user accounts not linked to a login.
Logins and users: In Azure SQL, a user account in a database can be associated with a login that is stored in the master database or can be a user name that is stored in an individual database
Auditing for Azure SQL Database and Azure Synapse Analytics tracks database events and writes them to an audit log in your Azure storage account, Log Analytics workspace or Event Hubs.