To install the Azure AD Connect and configure the synchronization process of your AD or other Lightweight Directory Access Protocol (LDAP) server to Azure AD, follow https://docs.microsoft.com/en-us/azure/active-directory/connect/active-directory-aadconnect.

After the installation and configuration, the user login process can be depicted as shown in the following image:

After the installation, I advise you to create a script to perform a delta synchronization whenever you need to force a delta synchronization.

It is a simple script with a single line:

Start-ADSyncSyncCycle -PolicyType Delta

To use it, just run it using the console, as shown in the following image:

You can see the synchronization progress running the Synchronization Service shortcut in your start menu, as shown in the following screenshot:

After you run the Delta Synchronization, you can see the various processes and operations running, as shown in the following screenshot: 

Refer to Select which installation type to use for Azure AD Connect to know how to install Azure AD Connect at https://docs.microsoft.com/en-us/azure/active-directory/connect/active-directory-aadconnect-select-installation.