Create your Application Insights
You need to create Application Insights to associate with API management like below. Note you need to choose "General" as Application Type.
Associate your Application Insights with API Management and configure it
Choose "Application Insight" item from left side menus of API Management and associate it like below.
Next, choose "APIs" item from left side menus of API Management and click "Settings" tab. Change "Sampling" and "First bytes of body(max 1024)" after enabling Application Insights like below.
Change "Sampling" value as 100 to pick up all request into Application Insight. And change "First bytes of body(max 1024)" as 1024 or your demand if you need to confirm request body.
How to confirm in Application Insights
At first, you can use "Live Metrics Stream". This shows Request duration, CPU usage, committed memory and others like below.
Second, you can dig into from "performance" tab like below. You can confirm who many requests, how request duration and others. And you can also dig into requests to confirm their dependencies.