I am new to Microsoft Azure, so it might be a very naive question.
At what level landing zones are created? Like are they created on resource group level, subscription level, tenant level or any other level.
Also, in a multi tenant architecture, do different tenants share the same landing zone ?
There is no single answer to this. I most cases I see, the landing zones are done per Tenant. A Tenant is an Identity boundary so typically you select a separate tenant because you want some level of separation (e.g., a production tenant vs a development tenant). An Azure AD tenant is a specific instance of Azure AD containing accounts and groups.
I don't see many multitenant instances sharing a landing zone but I have seen them share services via Azure Lighthouse. Microsoft Sentinel is a good example of this. The parent org or main IT Security shop will enable Azure Lighthouse so they can have policies that span multiple tenants and they will stand up a "main" instance of Sentinel which is used to do cross-tenant hunting queries.