Join the VM to the managed domain- With the VM created and a web-based RDP connection established using Azure Bastion, now let's join the Windows Server virtual machine to the managed domain. This process is the same as a computer connecting to a regular on-premises Active Directory Domain Services domain.
Please refer below link it is explain with screenshots.
https://learn.microsoft.com/en-us/azure/active-directory-domain-services/join-windows-vm
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