Hello @Derek Chen ,
The local admin credentials you assigned during the VM creation will have the privileges to install programs/software applications on AVD. You can try to reset the password under the properties of the Virtual Machine in the Azure portal under the “Help” section, then the “Reset password” option.
If the VM is AD joined (during deployment) by below method, then you must configure Azure role assignments for users who are authorized to login in to the VM. With the RBAC role assignment of Virtual Machine Administrator Login, user can log in to an Azure virtual machine with administrator privileges.
Check in case the the accounts you are using does only have "Virtual Machine User Login" – Users with this role assigned can log in to an Azure virtual machine with regular user privileges.
Please "Accept as Answer" and Upvote if any of above helped so that, it can help others in community looking for remediation for the similar issues.