Start by reading this about how to Integrate on-premises AD with Azure
When you already have a local AD, you can use a tool called Azure AD connect to sync your identities on Azure AD, so that they can also access Azure protected services/resources without having to create new identity. You can read more about the process here. You can also check our complete Hybrid identity documentation
Here is the integration document which should give you a more clear idea about how to integrate domains with AzureAD.
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