Server local Network Login credentials not accepted when login into PC with Azure work account

Question

Hello

I have a question how login information must be different (user name) when i try to connect to our local windows server depending how i login into the PC.

Problem is when i login on an azure joint device with an azure account and try to connect to server (e.g: UserName_Server) and correct password i can't connect. even if i use admin it will not connect.

If i login with a local user account and try to connect the same server with the same name we have no problems.

What do i need to change to be able to conncet to the server?

Do we need to add a certain domain before the username when i login into PC with Azure ID?

Do i need to add some settings on the server?

Thank for any feedback.