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You must have a VPN site-to-site between your on-premises network and your Virtual Network in Azure
More info: https://learn.microsoft.com/en-us/azure/vpn-gateway/tutorial-site-to-site-portal
Also, in your virtual network, you must define your on-premises DNS as Custom DNS
More info: https://learn.microsoft.com/en-us/azure/virtual-network/manage-virtual-network#view-virtual-networks-and-settings-using-the-azure-portal
With those configurations, your server in Azure would authenticate with your On-Premises Domain Controller
Hope this helps!
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