You can refer to System administration -> setup -> Database log setup -> New ->SecurityUserRole under System Node.
Note: Would suggest to be careful with the space consumption at the database level if you are enabling database logging at the table level.
Reporting:
There are some standard reports available in D365 FO. You can refer to these reports to track the changes at the Roles, duties and privileges level. This is available under System Administration -> Enquiries -> Security.
These are the standard reports available out of standard D365.
There have been some discussions in the past about the same in the community.
Additionally, there are third party tools available in the Microsoft appsource space too like FastPath that be used as a third party tool for database logging at the table level (if there is a worry about the database log space consumption).
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