It sounds like you have deployed the classic version of Azure (Windows) Virtual Desktop. This was the first release of this service and does not have full ARM integration.
There is a PowerShell module available in preview to help you to migrate this to the new version of Azure Virtual Desktop but it's effectively a redeployment so depending on how far you have gone with your setup it might be quicker to just start again and make sure to deploy the current version this time.
Link to PowerShell module documentation: https://learn.microsoft.com/en-us/azure/virtual-desktop/automatic-migration