There is no direct way to achive this. Yo must install Azure AD connect and sync the local user with the AAD user.
Azure AD DS Client Access
I have a test environment with Azure AD DS configured and I have successfully added a Windows file server to it. I am running Cloud only so my Windows 10 clients are Azure AD joined. I'm trying to understand how these Windows 10 Azure AD Joined devices can access the apps and file shares on the VMs added to Azure AD DS. If I try and access a file share/app I get prompted to enter my credentials, and if I enter these for my Azure AD DS synced account. I gain access. However, what I really want is to have SSO to the file share/app. Can this be achieved or if I deploy this into a production environment the users will have to enter their Azure AD DS user name, which is different from their Azure AD name, even though the passwords have been synced?
Can some please explain if this is the expected behaviour or if I'm missing something?
Thanks.