For monitoring, we are using Application Insights.

Since we are advertising on multiple platforms, (Google, Facebook, LinkedIn, other 3rd party platforms) one of the business goals is to track which marketing dollars on which platform result in most subscriptions, and pour more money there.

To do that I need to know which platform did user originate from.

Where do I find, where the user originated from, in Azure Portal? (referer URL maybe),

If it is not supported "out of the box" I would have to guess I need to pass parameter in URL that would indicate the platform or something similar like grab a cookie, how does one track where the user originated from?

This is obviously a solved problem, but I am having a hard time finding any articles on how to do this the way Microsoft expects it.