This is part of a question set of 2 questions: 
You are a global administrator in a company with an Azure P1 subscription. Your company has purchased several cloud apps provided by 3rd party vendors. Too gain more knowledge about the usage of one of the cloud apps, you would like to capture and monitor the access activities of the app in real time. 
First you create a new App Registration in Azure Active Directory, and register the mentioned app. You have also created a conditional access policy in Azure AD admin center to enable the app in Cloud App Security. What should you do next?

Answer options:

A.In Cloud App Security admin center, create a Session Policy.
B.In Cloud App Security admin center, connect an app.
C.In Endpoint Management admin center, add an app.
D.In Cloud App Security admin center, create an Access Policy.

Correct Answer: D 
You should create an Access Policy in Cloud App Security admin center.
After you create a conditional access policy in Azure AD to get your apps sessions to Cloud App Security, your application will appear in the Cloud App Security admin center under “Conditional Access App Control apps” 

Now you can create an Access Policy for your app which will enable real-time monitoring of the application, as requested. 

Option A is incorrect. Session policies enables real-time session-level monitoring. The request was monitoring of access in real time.
Option B is incorrect. This feature connects Cloud App Security to a public app like Dropbox and GitHub, and is not the correct answer. 
Option C is incorrect. This adds an app to Intune.
Reference:
To know more about conditional access app control, please refer to the link below: 

https://docs.microsoft.com/en-us/cloud-app-security/access-policy-aad