Planning for Azure VMs

I suggest you deploy AD first.  https://www.windowsazure.com/en-us/manage/services/networking/active-directory-forest/

Next, for Azure VMs, use:

• VHD.  VHDX not supported
• Add-AzureVHD to upload VHDs to Azure. 

• • Download Azure Powershell here: https://www.windowsazure.com/en-us/downloads/
  • It also converts your dynamic disks to fixed (the only supported option in Azure) automatically.

• DHCP.  Static IP addresses not supported in Azure VMs.