Hi @Leonardo Iacoviello ,
Azure AD Connect should be helpful to get your requirement done: https://learn.microsoft.com/en-us/azure/active-directory/hybrid/whatis-azure-ad-connect
With Azure AD Connect your on-premises user accounts can be synced to Azure AD. This way it should be possible to login with an on-premises user account on an Azure AD joined VM.
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Regards
Andreas Baumgarten