As a follow up to this post (and for completely answering here questions from Directions EMEA about this topic) here is a quick post to explain how to connect Azure Application Insights in order to monitor your Power Apps applications. The way of connecting your Power Apps to Application Insights is different between Canvas or Model Driven apps, so here are the details for each app type.
Connecting Canvas apps to Application Insights
To instrument a Canvas app for sending telemetry signals to Application Insight instance, sign in to https://make.powerapps.com/, then select Apps from the left navigation. From the list of apps, select your app and click on Edit.
In the Power Apps editor select the App object from the left navigation tree view and on the App Object properties paste the Azure Application Insights Instrumentation Key (that you can retrieve from the Azure Portal) into the Instrumentation Key property box:
Then save and publish your app. All usage metrics from your Power Apps application (like browser, device info, page usage and more) are automatically collected on your Application Insights instance for later analisys.
Connecting Model Driven apps to Application Insights
Please note that this feature is in public preview at the time of writing this post. Enablement of Application Insights is limited to customers with a paid/premium Dataverse licenses available for the tenant.
To instrument a Model Driven app for sending telemetry signals to Application Insight instance, you need to set up an Application Insights environment for receiving telemetry on diagnostics and performance captured by the Dataverse platform (what happens on your Dataverse database and on your Model Driven app).
To do that, log on to Power Platform Admin Center (https://admin.powerplatform.microsoft.com/) with a Global Admin or Power Platform Admin account and under the Analytics option select Data export (preview), then click on New data export:
In the New data export window, select CDS diagnostics and performance under the Export to Application Insights section and select the Dataverse environment to connect:
Then click on Next
In the next window, select your Azure subscription and the Application Insights instance that you want to connect (plus its Resourge Group):
Then click on Create.
Please also remember that for Model Driven apps you have also the opportunity to use the Performance Insights feature:
Performance insights are generated based on collected user data of your model-driven app every 24 hours. When end-users use an app, key user data recorded by the Power Apps platform is stored. The performance insights engine uses this data and analyzes it to generate insights and recommendations related to performance enhancements.
Insights are generated for several categories from different areas including client environment, customizations, page performance, and network.