There is a Diagnostic settings option at the end of the left sidebar, but you have to scroll quite a bit to find it.
Sadly, i believe currently there is no such option to automatically send diagnostic logs to a log analytics workspace. The active logs will be generated inside a folder named "$logs" located on the root path of your storage account, its only visible through Azure storage explorer.
Microsoft provides a Powershell script located at Azure GitHub which aims to upload the log files generated to a log analytics workspace of your choice.
You can refer to this official guide from Microsoft to build this workflow to send your logs to log analytics: Querying Azure Storage logs in Azure Monitor Log Analytics