Ususally, any on-premises Windows server cannot be joined to Azure AD and you cannot login to them with AAD credentials.
If you can create/migrate VM in Azure with Windows server 2019 or above then login with Azure AD credentials will work.
You can follow steps in below article to achieve this:
https://learn.microsoft.com/en-us/azure/active-directory/devices/howto-vm-sign-in-azure-ad-windows