Have you been follow my previously post steps to add your domain to Office 365? if not please check my previously post and do it. If you did and then it’s time to deploy Azure AD connect to sync your on-premises AD to Azure AD (Office 365).
You can download and install Azure AD Connect to your ADFS server or you also can install it at your domain server if you won’t use ADFS server for your infrastructure. you can install Azure Ad Connect with Express settings but I recommend install it with Customized settings, because you can adjust settings to match your requirements.
The process described mainly focuses on a typical transition of Exchange services to Office 365 environment, converting the Exchange servers to Office 365 CAS role, HUB role and MBX role. Additional role options such as the Unified Messaging Server role and Edge Transport role, are out-of-scope within this document.