To connect Windows Server machines to Azure, you can either use Azure Arc, Microsoft PowerShell, or Windows Admin Center. Check out this guide to know more.

Learn how to use Azure Active Directory with Microsoft Office 365 and understand the benefits of integrating them.

Cloud Sync will eventually replace Azure AD Connect for using your on-prem Active Directory with the cloud. Here's what you need to know to plan for that.

I did a swing migration for Azure AD Connect a few months ago and it was pretty painless. I wouldn't install it on a DC, if you have VMs then I would spin up a new VM dedicated for just Azure AD ...