Hi @Syed Wasil Uddin,
Thanks for posting your question in the Microsoft Q&A forum.
According to your description, you want to migrate your local Exchange server to Azure VM; set up Exchange Client Access service availability through Azure Internal Load Balancer and set up publishing each virtual directory, disabling Exchange Basic Authentication and NTLM Authentication.
First of all, regarding migrating your local Exchange server to Azure VM, you need to join the Azure VM to the domain of the local Exchange server you mentioned and install the exchange server.
Regarding setting up Exchange Client Access service availability through Azure Internal Load Balancer, you need to set it up as per your load balancer configuration.
If you want to disable Exchange Basic Authentication and HTLM Authentication, you can try the following methods:
You can do this through the EAC by selecting Server > Virtual Directory, then selecting the virtual directory settings you want to configure and deselecting Basic Authentication in the Authentication tab.
Refer to: Disable Basic authentication on Exchange Server virtual directories | Microsoft Learn
View or configure Outlook on the web virtual directories in Exchange Server | Microsoft Learn
If you have any questions, please feel free to contact me. If the answer is helpful, please click "Accept Answer" because it can help other members of the Microsoft Q&A community who have encountered similar problems and are looking for solutions. Thank you.
Best,
Jeanne