Hello Simon ,
You do not need to create a cluster in Azure to use self-hosted agents in Azure DevOps. Self-hosted agents can be configured and managed on your own virtual machines (VMs). Azure Container Instances and Azure Web Apps for Containers are alternative options for running applications, but they are not specifically required for self-hosted agents in Azure DevOps.
You can use self-hosted agents in Azure DevOps on your own virtual machines (VMs) hosted in your on prem network without relying on Azure-specific solutions. This allows you to manage and configure the agents on your own infrastructure, providing flexibility to use non-Azure environments.
Moreover you can use Microsoft hosted agents which are hosted in Microsoft data centers and managed by Microsoft
Please let us know if you have any more questions
Kindly accept if it helps
Thanks
Deepanshu