There's a section on Azure Active Directory (AzAD) here. The video is unaffiliated with Microsoft. Although they do seem to have the preview version of AzAD when making a VM, as I do not.
That doesn't stop me from going into the AzAD section on the pullout!
This turns out to be a bit of a misnomer; I go to resource groups instead, pick one, go to Access control (IAM) on the left hand side (NOT the pullout, which may be pushed in), go to Role Assignments back in the main window, click 'Add', and go through the following screen;
Pick a Role from the drop down menu, then a name to say "This is you, you are great, and here is a responsibility!", then scroll down to hit 'Save'.