@David Duma Thank you for reaching out to Microsoft Q&A.
If only "you"(single PC) needs to connect to this Domain Joined PC on Azure, you can utilize Azure P2S VPN as it lets an individual client computer connect to Azure.
I would suggest using a S2S VPN if you need your entire Org/on-premise to connect to Azure. If so, here is a tutorial on setting up a S2S VPN to Azure.
Another option is to use Azure Bastion. which is a fully managed service that provides more secure and seamless Remote Desktop Protocol (RDP) and Secure Shell Protocol (SSH) access to virtual machines (VMs) without any exposure through public IP addresses. Here are more details regarding the same.
Hope this helps. Please let us know if you need further assistance and we will be glad to assist further. Thank you!
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