What is Dependency agent ?

 Example : Have an Azure Subscription that contains 200 Azure Virtual machines that runs Windows Server 2016 

You need to Centrally monitor all warning events in the System logs of the virtual machines?

The Map feature in Azure Monitor for VM gets its data from the Microsoft Dependency agent.

The Dependency agent relies on the Log Analytics agent for its connection to Log Analytics. So your system must have the Log Analytics agent installed and configured with the Dependency agent.

Whether you enable Azure Monitor for VMs for a Single Azure VM on you use the at-scale deployment method, use the Azure VM Dependency agent extension to install the agent as part of the experience.

In a hybrid environment, you can download and install the Dependency agent manually. If your VMs are hosted outside Azure, use an automated deployment method configuration to perform on the virtual machines :

Enable Virtual machines scale set to setup Azure Monitor for VMs:

Enable a single Azure VM or vmss by selecting Insights ( preview ) directly from the VM or virtual machine scale set.

Enable two or more Azure VMs and vmss by using Azure Policy. This method ensures that an existing and new VMs and scalesets, the required dependencies are installed and properly configured.

Noncompliant VMs and scale sets are reported, so you can decide whether to enable them and to remediate them.

Enable two or more azure vms or vmss across a specified subscription or resource group by using powershell.

https://docs.microsoft.com/en-us/azure/azure-monitor/insights/vminsights-enable-overview