You can use an application called Azure AD Connect to set up hybrid identity management by synchronising your Active Directory users, groups and password hashes with Azure Active Directory which Azure and other Microsoft Cloud services use.
There's quite a lot of documentation on this and I would recommend reading through it all before deciding on your exact approach to setting this up.
https://learn.microsoft.com/en-us/azure/active-directory/hybrid/whatis-hybrid-identity
https://learn.microsoft.com/en-us/azure/active-directory/hybrid/how-to-connect-install-prerequisites