For starters I am going to assume you have an Azure account, with some type of subscription.

• Login to your Azure portal and scroll down to Operational Insights

• Create a Workspace

• Once Azure has accepted the Workspace name, and activated the service, you can now start deploying OMS agents, and/or linking your On-Premise SCOM/OperationsManager 2012r2 (UR6 or higher) environment

• Login to your OMS portal (https://mms.microsoft.com) , and you should have an empty OMS Workspace similar to this:

Cheers!