Since there is normally a CDN in place between streaming HLS or DASH content over HTTP, and most HTTP content can be cached on the network - there is no way that Azure Media Services can track what your customers are watching. There is no persistent
connection between the client and the server since fragments of video can come from your local Comcast or ISP cache for example.
Due to that fact, any client side analytics must be tracked via the client application framework directly. So it all depends on which player framework you are using. You can use any player framework you like with AMS.
If you are using Azure Media Player - there are plugins to track playback analytics. See here https://azure.microsoft.com/en-us/blog/azure-media-player-plugins/
We do have a player analytics plugin sample here - https://azure.microsoft.com/en-us/blog/player-analytics-azure-media-player-plugin/