If the Windows File Server VM is domain-joined in the Azure AD DS, which is possible and not a problem at all, you can use all the Azure AD DS users and groups to provide NTFS permissions to the folders on the Windows File Server VM. It's the same like working with user/groups of an on-premises AD.
Tutorial: Join a Windows Server virtual machine to an Azure Active Directory Domain Services managed domain
https://learn.microsoft.com/en-us/azure/active-directory-domain-services/join-windows-vm
----------
(If the reply was helpful please don't forget to upvote and/or accept as answer, thank you)
Regards
Andreas Baumgarten