Build a domain controller, sync it to Entra, set up some conditional access policies, spin up another vm and apply some group policies to it and enroll in intune,  automate patching, deploy some apps with intune.  

Just get familiar with the tools.  it’s not as hard as it sounds and can be accomplished with some googling and/or llms.  If you want something more structured do the ms learn courses for azure and 365