你需要设置一个混合环境。通常，这是通过AD连接完成的。***做法是说不要在您的DC上放置广告连接。还有其他方法可以做混合，这只是最常见的。 

https://docs.microsoft.com/en-us/azure/active-directory/hybrid/

I have my on premises domain controller and i have created a free tenant account in azure portal, and created azure AD. so how to use my own premises domain controller to connect with azure AD???

You'll want to set up a hybrid environment. Typically this is done through AD connect. Best practice does say not to put ad connect on your DC. There are other ways to do hybrid this is just the most common. 

https://docs.microsoft.com/en-us/azure/active-directory/hybrid/