If they aren't listed in either of the areas shown below, then unfortunately we don't support these cloud assets currently.
VMs (with public IP address)
To access Azure Virtual machines this may be in the Azure services section (depending on usage), if not: search for 'virtual machines' using the search bar at the top of the Azure portal, doing so will give these results:
Clicking on Virtual machines will take you to this screen showing all of your VM instances in Azure, any of these with a public IP listed should be pulled through by our cloud connector:
Azure DNS
Similarly for Azure DNS, your best bet is to use the search bar and search for 'DNS':
Selecting DNS Zones will take you to here:
From this dashboard any Azure DNS instance should be visible that our cloud connector could pull through to your Intruder portal.