Reference:
https://docs.microsoft.com/en-us/office365/securitycompliance/view-reports-for-atp#what-permissions-areneede

Explanation

Explanation

Explanation
References:
https://docs.microsoft.com/en-us/azure/security/azure-ad-secure-steps

See explanation below.
Explanation
1. Navigate to the Security & Compliance Center.
2. In the Security & Compliance Center, click , and then click Create a case.
3. On the New Case page, give the case a name, type an optional description, and then click Save. The case name must be unique in your organization.

The new case is displayed in the list of cases on the eDiscovery page.
After you create a case, the next step is to add members to the case. The eDiscovery Manager who created the case is automatically added as a member. Members have to be assigned the appropriate eDiscovery permissions so they can access the case after you add them.
4. In the Security & Compliance Center, click eDiscovery > eDiscovery to display the list of cases in your organization.
5. Click the name of the case that you want to add members to.
The Manage this case flyout page is displayed.

6. Under Manage members, click Add to add members to the case.You can also choose to add a role group to the case. Under Manage role groups, click Add.
7. In the list of people or role groups that can be added as members of the case, click the check box next to the names of the people or role groups that you want to add.
8. After you select the people or role groups to add as members of the group, click Add.In Manage this case, click Save to save the new list of case members.
9. Click Save to save the new list of case members.
You can use an eDiscovery case to create holds to preserve content that might be relevant to the case. You can place a hold on the mailboxes and OneDrive for Business sites of people who are custodians in the case. You can also place a hold on the group mailbox, SharePoint site, and OneDrive for Business site for an Office 365 Group. Similarly, you can place a hold on the mailboxes and sites that are associated with Microsoft Teams or Yammer Groups. When you place content locations on hold, content is held until you remove the hold from the content location or until you delete the hold.
To create a hold for an eDiscovery case:
1. In the Security & Compliance Center, click to display the list of cases in your organization.
2. Click Open next to the case that you want to create the holds in.
3. On the Home page for the case, click the

4. On the Hold page, click Create.
5. On the Name your hold page, give the hold a name. The name of the hold must be unique in your organization.

6. (Optional) In the Description box, add a description of the hold.
7. Click Next.
8. Choose the content locations that you want to place on hold. You can place mailboxes, sites, and public folders on hold.

a. Exchange email - Click Choose users, groups, or teams and then click Choose users, groups, or teams again. to specify mailboxes to place on hold. Use the search box to find user mailboxes and distribution groups (to place a hold on the mailboxes of group members) to place on hold. You can also place a hold on the associated mailbox for a Microsoft Team, a Yammer Group, or an Office 365 Group. Select the user, group, team check box, click Choose, and then click Done.

a. In the box under Keywords, type a search query in the box so that only the content that meets the search criteria is placed on hold. You can specify keywords, message properties, or document properties, such as file names. You can also use more complex queries that use a Boolean operator, such as AND, OR, or NOT. If you leave the keyword box empty, then all content located in the specified content locations will be placed on hold.
b. Click Add conditions to add one or more conditions to narrow the search query for the hold. Each condition adds a clause to the KQL search query that is created and run when you create the hold. For example, you can specify a date range so that email or site documents that were created within the date ranged are placed on hold. A condition is logically connected to the keyword query (specified in the keyword box) by the AND operator. That means that items have to satisfy both the keyword query and the condition to be placed on hold.
9. After configuring a query-based hold, click
10. Review your settings, and then click
Reference:
https://docs.microsoft.com/en-us/microsoft-365/compliance/ediscovery-cases?view=o365-worldwide