OK I got it
I was confused But now
I installed and configured Windows Server with same name as the verified domain is on Azure. Everything worked fine
JFYI - I have O365 license only.
One Server
I configured GPO as mentioned in blogs and other sites - Site to Zone Assignment .......
I gone through ADSI to see if SCP has been configured - Yes
On Client
I check the Event Viewer + Schedule Task - Fine
But as it shows on Videos + Blogs that if user logins to https://portal.azure.com
User will not be asked for credentials
But in my case it is asking for credentials ?
Is that I would require any other licenses i.e. MDM / Intune / Azure P1/P2 likewise ? Please advise?