Hi, if You using intune you can try use policy to map network drive for users
https://uga.teamdynamix.com/TDClient/3159/KB/KB/ArticleDet?ID=160890
But they will still require to use On prem AD username and Password
As fas as i know, you cant join server as Entra ID Joined, only create VM in Azure and login in with Entra ID credentials. But still on prem server file share may have permission AD users, not m365.
So theres 2 way only:
Hybrid joined computers (for better GPO disk MAP and same credentials)
Entra Joined PC with Intune and disk map and maybe you will find a way little automate username and password input on mapped disk