How Do All The VM's Tie Together

I'm trying to get a clear concept of how Azure works in a Domain environment. Let's say I have

- Domain Controller - Active Directory Server

- Terminal Server (Remote Desktop)

- SQL Server housing an ERP dB.

I create 3 VM's. Create all users in Domain Controller (AD). License Terminal Server and load the client side of my ERP on the Terminal Server. Load the ERP dB in the SQL server. Have these VM's communicate with each other.

Is this correct? How do backups work? Is there someone in Microsoft I could talk to about this?

Oscar Osorio