Hi TechQ,
You don't need on-prem servers to use Azure Active Directory.
First you should set up your business Microsoft 365 tenant (Azure AD/Entra is the backend user database and identity system):
Set up Microsoft 365 for business
https://learn.microsoft.com/en-us/microsoft-365/admin/setup/setup?view=o365-worldwide
Once you have set up your M365 business domain:
Microsoft Entra join a new Windows device during the out of box experience
https://learn.microsoft.com/en-us/azure/active-directory/devices/device-join-out-of-box
(or) Join your work device to your work or school network
If this is helpful please accept answer.