Hi Ben,
You can use your local PC instead of the lab environment to perform the exercises against your free trial/paid Azure subscription. It is less convenient because you first need to download and install some tools on your PC, but once that is complete then you can proceed as normal.
Here is link to setup instructions to get your PC ready (Windows 10/11 is fine):
If you are unsure about how to install one of the tools on your local PC add a comment and I will assist.