Windows Server Active Directory with AADDS

Hey everyone i am trying to configure the Windows Virtual Desktop Preview but currently only have Azure AD Domain Services since we have no servers locally. According the the requirements looks like i need to create a Windows Server Active Directory

A Windows Server Active Directory in sync with Azure Active Directory. This can be enabled through:

• Azure AD Connect
• Azure AD Domain Services

How would i connect a Windows Server with Azure AD Domain Services i have used AD Connect before to sync.?

thanks