Is there any kind of auditing for changes made to Central Administration? i.e. when a web application was created and by who. and also auditing for Site Collection created and deleted
I don't know any out of the box tools that can provide this information.
First you need to make a list of things you need to monitor, then use PowerShell script to monitor those. For example if you want to monitor new web applications then use PowerShell script to get the number of web applications, and log that information as it runs each time.
Schedule the script to run nightly, so that you only need to peek at the log files.