This template is based on the query:
SELECT * FROM sys.fn_get_audit_file('https://<storageaccountname>.blob.core.windows.net/sqldbauditlogs/<servername>', default, default);
Which will let you process your blob auditing files from T-SQL.
To use the Power BI report first download Power BI Desktop https://powerbi.microsoft.com/en-us/desktop/
Once installed open the template file from above first you will get prompted to fill in the parameters, please fill in your SQL Azure server name (without .database.windows.net) and your Auditing storage account name.
Finally enter your database admin credentials (Azure Active Directory Authentication is not currently supported). Make sure to select Database on the left hand side before entering your credentials and clicking Connect.
Now you can use the report through Power BI Desktop. If you would like to utilize this via the Power BI service and enable auto refresh there are a few more steps. First click the Publish button under the home tab. Save the report, the name you use will be published to Power BI.
You can now click the link provided to open the report online.
Expand the Scheduled refresh section, toggle Keep your data up to date to On, click the Add another time link and select a time for the refresh, finally click the Apply button.
You are now set up to have the data automatically refresh for the report.