Hi @sns ,
Please have a look at the following resource site: https://microsoft365dsc.com/home/what-is-M365DSC/
It's very well explained and provides you step by step instructions to interact with M365 services overall (including SPO).
What you may explore as an alternative option, if you find somehow the interaction "limited", is to build a normal SharePoint platform on Azure VMs and install/configure the environment later on using classic PowerShell DSC