if your sqlserver uses Entra (azure ad) authentication, then the users are defined in Entra tenant the sqlserver is enrolled. only someone defined as sql admin can define users. typically you would use security group, but individual existing Entra accounts can be add to the sqlserver.
when the database was configured an Entra user/group was defined as admin. then Entra groups should ave been dined and given roles in the database. you will need to contact the admin group to know what Entra groups your Entra account should be added to.