Update diagnostic-settings.md

`Set-AzDiagnosticSetting` is not available in the current version of the PowerShell module. I updated the steps based on the current version of the module. 

Please review and approve.

Author: Ayanmullick

articles/azure-monitor/essentials/diagnostic-settings.md

@@ -192,15 +192,23 @@ After a few moments, the new setting appears in your list of settings for this r
 
 # [PowerShell](#tab/powershell)
 
-Use the [Set-AzDiagnosticSetting](/powershell/module/az.monitor/set-azdiagnosticsetting) cmdlet to create a diagnostic setting with [Azure PowerShell](../powershell-samples.md). See the documentation for this cmdlet for descriptions of its parameters.
+Use the [New-AzDiagnosticSetting](/powershell/module/az.monitor/new-azdiagnosticsetting?view=azps-9.1.0) cmdlet to create a diagnostic setting with [Azure PowerShell](../powershell-samples.md). See the documentation for this cmdlet for descriptions of its parameters.
 
 > [!IMPORTANT]
 > You can't use this method for an activity log. Instead, use [Create diagnostic setting in Azure Monitor by using an Azure Resource Manager template](./resource-manager-diagnostic-settings.md) to create a Resource Manager template and deploy it with PowerShell.
 
-The following example PowerShell cmdlet creates a diagnostic setting by using all three destinations.
+The following example PowerShell cmdlet creates a diagnostic setting for all logs and metrics for a key vault by using Log Analytics Workspace.
 
 ```powershell
-Set-AzDiagnosticSetting -Name KeyVault-Diagnostics -ResourceId /subscriptions/xxxxxxxx-xxxx-xxxx-xxxx-xxxxxxxxxxxx/resourceGroups/myresourcegroup/providers/Microsoft.KeyVault/vaults/mykeyvault -Category AuditEvent -MetricCategory AllMetrics -Enabled $true -StorageAccountId /subscriptions/xxxxxxxx-xxxx-xxxx-xxxx-xxxxxxxxxxxx/resourceGroups/myresourcegroup/providers/Microsoft.Storage/storageAccounts/mystorageaccount -WorkspaceId /subscriptions/xxxxxxxx-xxxx-xxxx-xxxx-xxxxxxxxxxxx/resourcegroups/oi-default-east-us/providers/microsoft.operationalinsights/workspaces/myworkspace  -EventHubAuthorizationRuleId /subscriptions/xxxxxxxx-xxxx-xxxx-xxxx-xxxxxxxxxxxx/resourceGroups/myresourcegroup/providers/Microsoft.EventHub/namespaces/myeventhub/authorizationrules/RootManageSharedAccessKey
+$KV= Get-AzKeyVault -ResourceGroupName <resource group name> -VaultName <key vault name>
+$Law= Get-AzOperationalInsightsWorkspace -ResourceGroupName <resource group name> -Name <workspace name>  #LAW name is case sensitive
+
+$metric = @()
+$log = @()
+$metric += New-AzDiagnosticSettingMetricSettingsObject -Enabled $true -Category AllMetrics -RetentionPolicyDay 30 -RetentionPolicyEnabled $true
+$log += New-AzDiagnosticSettingLogSettingsObject -Enabled $true -CategoryGroup allLogs -RetentionPolicyDay 30 -RetentionPolicyEnabled $true
+$log += New-AzDiagnosticSettingLogSettingsObject -Enabled $true -CategoryGroup audit -RetentionPolicyDay 30 -RetentionPolicyEnabled $true
+New-AzDiagnosticSetting -Name 'KeyVault-Diagnostics' -ResourceId $KV.ResourceId -WorkspaceId $Law.ResourceId -Log $log -Metric $metric -Verbose
 ```
 
 # [CLI](#tab/cli)
@@ -288,4 +296,4 @@ Every effort is made to ensure all log data is sent correctly to your destinatio
 
 ## Next step
 
-[Read more about Azure platform logs](./platform-logs-overview.md)
+[Read more about Azure platform logs](./platform-logs-overview.md)