Hi @ENGER, LARRY E263402-AAD-01
The answer depends on compatibility, but it is possible for you to install a vm from an ISO locally (on-premise) and migrate to Azure (via ASR or export vhd). But installing the ISO directly in Azure is not possible
In the ASR support matrix you can see the supported operating systems
But not all are there, you can for example upload a Kali Linux (which is based on a compatible distribution) or even Pfsense.