@Roman
I understand you are looking for alternatives to creating a Web-Server-Application with mySQL, Tomcat 9.0.X, Apache-Webserver, FTP and Java 11. As outlined by @Andriy Bilous this is possible using a Linux VM. You can also look into an alternative which is utilizing Azure App Service and Azure Database for MySQL. This would free up some of the management overhead required to maintain your virtual machines.
Azure App Service is an HTTP-based service for hosting web applications, REST APIs, and mobile back ends. You can develop in your favorite language, be it .NET, .NET Core, Java, Ruby, Node.js, PHP, or Python. Applications run and scale with ease on both Windows and Linux-based environments.
Checkout these guides to get started:
Quickstart: Create a Java app on Azure App Service
Quickstart: Create an Azure Database for MySQL server by using the Azure portal
Connect an existing Azure App Service to Azure Database for MySQL server
Hope this helps! If you have additional questions feel free to create new threads utilizing the specific service tags or let us know here.