I had some difficulty with this as well, as it's not obvious what to do.
Go to Settings --> Accounts --> Access work or school option (at the bottom)
Click Connect at the top right
Since I've already gone through the process, I can't remember if this option if before or after you enter the username/password of your organizational user that has global admin privileges. I think right after you click Connect, it will show a screen and at the bottom it will have the option of "Connect to Azure AD". You might have to enter that user/password before or after that. The user to use here is the one you used to sign up to Microsoft 365 business with.
In my case, I had signed up with "jason", and I had added a custom domain as well. so if I were the user who signed up for Microsoft 365 with your domain, it would be "jason@brammerinsurance.com" and whatever your password is.
The key here is that this action effectively joins the computer/Windows 11 Pro to your Azure AD account. After you do this, it will indicate that it's joining to Azure AD, and then you can do a "Switch User" from the start menu and log in with any of your Microsoft 365 accounts.
As a note, when you log in the first time with the Microsoft 365 account, it will go through the Windows Hello security set up process, which may include setting up a phone number or Microsoft Authenticator etc etc. Eventually once you've done that, you'll be able to log in! Also be sure to grant appropriate admin/standard user privileges via Settings --> Other Users --> Work or school users. You'll see "AzureAD\YourUser" for the user you entered above, but you can add the others here as well if they need Admin access to the laptop. Again, use the user@brammerinsurance.com format to add the user (not "AzureAD\username").
Also, you can log in to both admin.microsoft.com to manage the Microsoft 365 Business stuff, and also aad.portal.azure.com to manage the Azure AD stuff.
Cheers!