Hi
Have not used Azure before but we have set up a Mx server with AWS
We used the image provided by Mx and mostly followed this guide in the repo for m2ee deployment tools
https://github.com/mendix/m2ee-tools/blob/master/doc/README.md
In terms of logging the config files will let you choose a log file if you go down this route. I imagine whatever image Mx provide for Azure will be Linux based and have the same tooling
A few things we have done for logs and some points about it
* Log files on server - Good option but needed ssh and skill to search
* Logging module - Saves logs to DB can require a lot of space and be slow to search
https://appstore.home.mendix.com/link/app/159/
* Send logs to logsatsh backed external source - Requires custom code but gives a very good search experience
* APM/APD - logs are saved but not searchable very useful for monitoring performance though. Also quite expensive
TL;DR if you have a lot of logs something like logstash is really helpful