For Azure AD authentication, download and install the “Microsoft Active Directory Authentication Library for Microsoft SQL Server“.
Please download it here : https://www.microsoft.com/en-us/download/details.aspx?id=48742.
From the Ribbon, navigate to Administration – Users, and add a new user.
Select "Office365/Azure AD" as the authentication type;
Set the Authentication type to Office365/Azure AD
Note: When creating SQL Active Directory users, you must be logged in with an Azure Active Directory user. Otherwise it will fail and you will be notified of the error.
Use the servers defined Azure AD Admin to create your other users (to start). Once you've created other admin users, you can use them to create more users.
Azure AD Portal