Auditing User And Security Related Activities In SQLServer

On the other database types, there is an audit capability in that you
record such items as
failed login attempts
attemtped access to tables user is not authroized to
changes to databse schema
changes to permissions
changes to logins (add, delete, lock, unlock, passwrod reset)

All I can find in the SQLServer documentation is the reference to
tracking failed logins when you set up a database, plus the Profiler's
activities.

Yes, I'm taking voer my first SQLServer database and have been asked to
make sure that this database is closely monitored for inappripriate
activity.

Questions:
1) Does SQLServer have this capability? (Sybase has this, which is
where I'm coming from)
2) Does SQLServer do this automatically or do I have to set up the
events to be tracked as happens with Sybase?
3) What commands are there for setting up these events to be tracked?

Thanks in advance!