It sounds like you haven't register the required resource provider to get start with Azure Virtual Desktop. Make sure you've registered the Microsoft.DesktopVirtualization resource provider for your subscription.
To check the status of the resource provider and register if needed:
- Sign in to the Azure portal.
- Select Subscriptions.
- Select the name of your subscription.
- Select Resource providers.
- Search for Microsoft.DesktopVirtualization.
- If the status is NotRegistered, select Microsoft.DesktopVirtualization, and then select Register.
- Verify that the status of Microsoft.DesktopVirtualization is Registered.
Visit the documentation page for further help requirements here: virtual-desktop
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