Do you want to use only AAD? Or transfer AD on premises into Azure? (Hybrid cloud)
To use AD from on premises to Azure you can create a vm into Azure, add role AD and then transfer master rule from on premises. So in this way you have your AD into vm, resurce on Azure
If you want use AAD, you should use azure ad connet (client to install on premises) to syncronize AD on premises with AAD. So you create hybrid cloud. Next step you can configure AAD to authorize all access to on premises solution: in this way AAD became your IDP to check access. Then, you can use azure application proxy to connect web app on premises to cloud.