You can manage an on-premises Windows Server as an Azure resource by using Azure Arc. Azure Arc allows extending the Azure Resource Manager control plane to on-premises resources or resources in other public clouds. Once onboarded in Azure Arc, you can enroll servers in other Azure services as if they are native Azure objects.
You can also use Windows Admin Center (preview) in the Azure portal to manage the Windows Server operating system inside an Azure VM. You can manage operating system functions from the Azure portal as well as work with files in the VM without using Remote Desktop or PowerShell.