We'll create an Ubuntu build server in Azure and use SSH to run docker commands. You should be able to SSH from your local machine. If you're unsure if SSH will work on your machine, open a terminal and try running the following command:
ssh aks@52.165.47.226
It should fail, but this confirms that you can SSH into an Azure-hosted VM.
aks@52.165.47.226: Permission denied (publickey).