Hi,
Are you on the exercise where it wants you to create a new Azure Active Directory organization as well as users and groups? If yes, what you can do is use Azure Free or Pay-as-you-go account instead of the sandbox for the exercises.
I know, the exercise says to use the sandbox, but the sandbox permissions block access. This issue has been known for a while now and I'm not sure if they will fix it or just change the exercise instructions so that it says to use Azure Free instead. Other exercises that require permissions not granted in the sandbox tell you to use Azure Free, so it isn't unprecedented.
If you are working on a different exercise than what I mentioned above please link to it in a comment and I'll take a look.
If the above is helpful please click Accept Answer.
Thanks.
-TP