Azure SQL Analytics is currently in preview mode, still it is very impressive. The goal of this feature is to visualize important SQL performance metrics for your Azure SQL Database. There are a couple of things you need to do first.
- Setup a Log Analytics workspace.
- Enable diagnostics for your SQL Databases and/or elastic pools.
Please see the prerequisites section within this document – YOU MUST do this else you will not be able to use this feature. https://docs.microsoft.com/en-us/azure/log-analytics/log-analytics-azure-sql#prerequisites
Once setup it should take approximately 15 minutes to start capturing and rendering back some data. Don’t be surprised if it does take a little longer as was the case for myself.
All About Data 