Can I audit where the mailbox over log in?

Yes, just check user sign-in activity in Azure AD:

https://docs.microsoft.com/en-us/azure/active-directory/active-directory-reporting-activity-sign-ins

You can access Azure AD directly in Azure portal or from "Admin Centers" sections in Office 365 Admin portal.

Also from Azure AD sign-in activity blade you can take your data to power bi, or add Azure AD activity pack directly from Power BI:

https://docs.microsoft.com/en-us/azure/active-directory/active-directory-reporting-power-bi-content-pack-how-to