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: