How to track source & medium of all sales in Magento dashboard?

Question

I have a new Magento eCommerce store 2.3 of my website and recently migrated from Shopify to Magento.

In Shopify, I was able to find all sources & mediums (like google ads, Facebook, Instagram, etc.) in the sales data but here in Magento, I couldn't find any.

Do I need to install any extension to get these details or I am looking at the wrong place?

Please help!