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Some basics:

  • A is the host record, and is the most common type of DNS record. It maps the domain or host name to the IP address.
  • CNAME is a Canonical Name record that's used to  create an alias from one domain name to another domain name. If you had  different domain names that all accessed the same website, you would use  CNAME.
  • MX is the mail exchange record. It maps mail requests to your mail server, whether hosted on-premises or in the cloud.
  • TXT is the text record. It's used to associate text  strings with a domain name. Azure and Microsoft 365 use TXT records to  verify domain ownership.

There are also the following record types:

  • Wildcards
  • CAA (certificate authority)
  • NS (name server)
  • SOA (start of authority)
  • SPF (sender policy framework)
  • SRV (server locations)

Configure a public DNS zone

Step 1: Create a DNS zone in Azure

Step 2: Get your Azure DNS name servers

After you create a DNS zone for the domain, you need to get the name  server details from the name servers (NS) record. You use these details  to update your domain registrar's information, and point to the Azure  DNS zone.

Step 3: Update the domain registrar setting

As the owner of the domain, you need to sign in to the domain management  application provided by your domain registrar. In the management  application, edit the NS record, and change the NS details to match your  Azure DNS name server details.

Changing the NS details is called domain delegation. When you delegate the domain, you must use all four name servers provided by Azure DNS.

Step 4: Verify delegation of domain name services

The next step is to verify that the delegated domain now points to the  Azure DNS zone you created for the domain. This can take as few as 10  minutes, but might take longer.

nslookup -type=SOA somedomainname.com

Step 5: Configure your custom DNS settings

Configure private DNS zone

Step 1: Create private DNS zone

Step 2: Identify virtual networks

Step 4: Testing 

New-NetFirewallRule –DisplayName "Allow ICMPv4-In" –Protocol ICMPv4

Now you should be able to resolve and ping the created records.

References:

Host your domain on Azure DNS - Learn
Learn how to host your domain on Azure DNS.
asudbringMicrosoft Docs
Quickstart - Create an Azure private DNS zone using the Azure portal
In this quickstart, you create and test a private DNS zone and record in Azure DNS. This is a step-by-step guide to create and manage your first private DNS zone and record using the Azure portal.
rohinkoulMicrosoft Docs