I have setup a Log Analytics Workspace, install MMA on a few computers with correct workspace id and workspace key (heartbeats are logged). The location of the workspace is set to North Europe.
I cannot add data sources, as shown here: https://docs.microsoft.com/en-us/azure/azure-monitor/platform/data-sources-windows-events
I have this view in "Advanced settings" for the workspace:advanced settings in azure portal for workspace