You can learn Microsoft Azure on your own. There are various resources available in the market like online videos tutorials, e-books, articles and so on. From e-books and articles you can’t understand where to study and what to study. But If you ask me I would suggest you to go with the resources which starts from basic level and covers the concepts in an organized way.
If you are looking to azure on your own then below video is just meant for you. It is not just a theoretical video it even covers hands-on labs and at last some interview questions. This video will help you in understanding the concepts of Microsoft Azure.