not sure what you are trying to achieve, there are two possibilities I guess.
Do you plan to switch from local users to remote authentication for administrative connections?
Or do you want to use Azure AD as SAML IdP for APM?
Option 1: using LDAP for administrative connections:
I think Azure AD does not support the LDAP protocol, therefore you cannot use it for TMUI/TMSH authentication.
However Azure Active Directory Domain Services (seems to be a different product) does support LDAPS (Tutorial: Configure secure LDAP for an Azure Active Directory Domain Services managed domain).
Once this is setup you can use it for TMUI authentication (K11072: Configuring LDAP remote authentication for Active Directory).
Option 2: using Azure AD for APM auth: there are plenty of resources available:
As far as I know this is not supported.