Azure is an online cloud service provider from Microsoft. It provides cloud services such for storage, computation, machine learning, application lifecycle management, application deployment, networking etc.
Major benefit of using Azure over an on premise solution is that you only have to pay based on your usage, so you can opt in or out of using any of the services in Azure quite easily. These services are also managed by Microsoft so the developers do not need to worry about managing and troubleshooting the internal components of these services
If you are planning on learning Azure, as a beginner it would be better to start with an online course that teaches you the basics and also gives you hands on experience.
For Azure you can either take this end-to-end certification course which will teach you the basics of Azure, or if you are just a beginner and wish to get your feet wet you can watch this end-to-end Azure tutorial.