Patrick Keisler shows how to use Blob Auditing with Azure SQL Database to log database activity:
If you have multiple objects or actions to audit, then just separate them with a comma, just like the AuditActionGroups parameter. The one key piece to remember is you must specify all audit actions and action groups together with each execution of Set-AzureRmSqlDatabaseAuditingPolicy. There is no add or remove audit item. This means if you have 24 actions to audit and you need to add one more, then you have to specify all 25 in the same command.
Now let’s run a few queries to test the audit. First, we’ll run a simple select from the Salaries table.
Patrick shows off the UI (which is nice for one-off checking) and also the function sys.fn_get_audit_file(), which you’d probably want to use for automated audit checks.