To sign in, use your existing MySonicWall account. To create a free MySonicWall account click "Register".
And Azure Active Directory Domain Services for LDAP.
Is there a way to configure Azure Active Directory for user authentication for firewall login and VPN login?
Yes you can. But you would have Azure VPN Gateway service & IPSec VPN tunnel in-between Azure to your on-prem.
That is what I figured. Thank you for the response!