Reference:
https://docs.microsoft.com/en-us/azure/active-directory/hybrid/reference-connect-accounts-permissions

Step 1: Create an Azure Active Directory tenant
1. Browse to the Azure portal and sign in with an account that has an Azure subscription.


4. Select Create.

6. After directory creation is complete, select the information box to manage your new directory. Next, you're going to add tenant users.
Step 2: Create an Azure Active Directory tenant user


9. Select All users and then select + New user.
10. Provide a Name and User name (user1) for the regular user tenant You can also show the temporary password. When you're done, select Create.
Name: user1
User name: [email protected]

Reference:
https://docs.microsoft.com/en-us/power-bi/developer/create-an-azure-active-directory-tenant

To add an Azure firewall to a VNET, the VNET must first be configured with a subnet named AzureFirewallSubnet (if it doesn't already exist).
Configure VNET3.
In the Azure portal, type Virtual Networks in the search box, select Virtual Networks from the search results then select VNET3. Alternatively, browse to Virtual Networks in the left navigation pane.
In the Overview section, note the Location (region) and Resource Group of the virtual network. We'll need these when we add the firewall.
Click on Subnets.
Click on + Subnet to add a new subnet.
Enter AzureFirewallSubnet in the Name box. The subnet must be named AzureFirewallSubnet.
Enter an appropriate IP range for the subnet in the Address range box.
Click the OK button to create the subnet.
Add the Azure Firewall.
In the settings of VNET3 click on Firewall.
Click the Click here to add a new firewall link.
The Resource group will default to the VNET3 resource group. Leave this default.
Enter a name for the firewall in the Name box.
In the Region box, select the same region as VNET3.
In the Public IP address box, select an available public IP address if one exists, or click Add new to add a new public IP address.
Click the Review + create button.
Review the settings and click the Create button to create the firewall.
Reference:
https://docs.microsoft.com/en-us/azure/firewall/tutorial-firewall-deploy-portal

https://docs.microsoft.com/en-us/azure/azure-monitor/log-query/get-started-queries