Please see Technet article Enable mailbox auditing in Office 365. Office 365 Admin center Home > Usage > Email activity only shows the last activity time of every user and it doesn’t report login failures. If you have concerns about unauthorized logins, you could improve your security by setting up multi-factor authentication for your users.

https://serverfault.com/questions/840144/is-it-possible-to-see-the-login-history-on-office-365