Hello,
if you want to deploy Defender for Identity on your Windows Server 2019/2022 environment—even one already onboarded with Microsoft Defender for Endpoint—you must install the separate MDI sensor.
The logs you can send it to a SIEM and also you can see it at Defender for Identity Portal that now is just one https://security.microsoft.com/
See https://learn.microsoft.com/en-us/defender-for-identity/deploy/deploy-defender-identity
Here you can take a look about what audit data you have to enable on your server and what is going to monitor
https://learn.microsoft.com/en-us/defender-for-identity/deploy/event-collection-overview
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