First time setup question - joindomain fail

Question

Hello.

We have a relatively simple setup. We don't have any on-premises infrastructure. All our employees are cloud based and we don't have any software that cannot be accessed via a web-browser. We all have E3 licenses.

We are trying to setup Azure Virtual Desktop and have "almost-successfully" created the Host Pool and the Virtual Network. But when it goes to deploy, it tells me that there is an error with regards to "domainjoin".

Since we all have E3 licenses we have a presence in Active Directory. But I have not touched Azure Active Directory as part of this process. Could this be the problem when it is not working, as described above...? Would I need to join AD to the Azure AD via Azure AD Connect..?? (Since we have no on-premises presence, there is no need for us to connect to an existing legacy Active Directory.)

Any help would be greatly appreciated as we are trying to figure this out and learn as we go.

Thanks in advance.