I have some VMs running on Azure Service. I'd like to redirect logs from them (Windows Event Logs and MS SQL server logs) to a specific log concentrator (like Graylog). For Windows logs, I'm using Nxlog (https://nxlog.co/docs/nxlog-ce/nxlog-reference-manual.html#quickstart_windows). However, for specific (PaaS) applications such as SQL Server (PaaS in general) Nxlog does not apply.
Is there a way to redirect logs (VMs and PaaS) just using Azure (web) tools?
Most services keep their logs in a Storage Account so you can tap into that source and forward logs to your own centralized log database. You generally define the storage account at the place you enable diagnostics for the service.
Don't know what king of logs you are looking for in SQL DB, but for example the audit logs are saved in a storage account.
Azure Operations Management Suite (OMS) can ingest from dozens of services as well as custom logs. As itaysk mentioned, most services in Azure write service related diagnostic information to a storage account. It's really easy to ingest these from within OMS. https://azure.microsoft.com/en-us/services/log-analytics/
For Azure Web Sites, you can use Application Insights and store custom metrics as well. There's also an option to continuously write these metrics to a storage account.
Here's a similar option for Azure SQL: https://azure.microsoft.com/en-us/documentation/articles/sql-database-auditing-get-started/
