Hi Mohamed,
Azure Only integration has worked for me. Unfortunately, VMware doesn't have a proper guide as to how you do it but maybe I can help.
I also wanted to advise that due to iOS restrictions, this wouldn't work with DEP. I have confirmed with my colleague with apple that federated access through DEP won't be available through ABM soon. This, however, is already available through ASM.
If you are using Samsung Devices, this should work with KNOX KME (Android Enterprise setup). During the initial setup, it will redirect you to the Microsoft login page. I can give you access to the portal I have set up so that you can have a look and see.
You do not need AAD with this or any local AD integration unless you want security groups synced.