Audio device not available on MS Azure VM

Hello Ruchir,

First of all, windows server does not give you the capabilities of audio at provisioning both on-premises and in Azure. But you can still get audio services from your windows server. 

1. open Server Manager , click on Tools in the top right of the window and select Services.

2. In the right pane of Services, scroll down to Windows Audio and double click on it. 

3. In Windows Audio Properties, change Startup Type to Automatic and click on Start under Service Status. Once done, click OK.

However, you need to make sure your RDP connection support remote audio which mostly will support if you using Microsoft Native RDP Client.

1. Launch Remote Desktop Connection
2. Click to expand Options, if it is not already.
3. Click the Local Resources tab.
4. Under “Remote computer sound”, ensure that “Bring to this computer” is selected.
5. Login to the Web Server which needs audio enabled.

I hope this helps.