Login to Hosted Email Security. Using your admin@yourdomain.com credentials.
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Sign in to Microsoft Azure using your domain admin email address e.g. admin@yourdomain.com this is the email ID you used to create the account in Azure.-in-HES-kA1VN0000000Mbr0AE-0EMVN00000EoVub.png)
Once logged in go to Manage Azure Active Directory and click on view.
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Here you will see the Tenant ID and Primary domain needed for Azure AD configuration.
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A Success message would be displayed on the screen to confirm that the Azure AD configuration settings has been saved.
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After saving settings, authorization is needed for Hosted Email Security to pull the users and groups from azure directory.
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Now you should be able to connect and login using your Azure Active Directory.
Next, navigate to Users, Groups and Domains | Users. In the Using Source dropdown, Select the AD name and click on Go. This would import all Azure AD users to HES setup.