Yes, every Microsoft 365 tenant comes with Azure AD. As for groups, there are no built-in ones. Depending on the licenses purchased, creating a "All users" group can be done via dynamic membership rules: https://learn.microsoft.com/en-us/azure/active-directory/enterprise-users/groups-create-rule
Here are some examples of the specific rules you can use: https://learn.microsoft.com/en-us/azure/active-directory/enterprise-users/groups-dynamic-membership#other-properties-and-common-rules