RADIUS server pointed to by my Azure deployment for MFA

Our developer gave me (the sys admin) a PowerShell script to run in Azure Cloud Shell. It provides several resource groups and a DC that hosts a private FQDN in a test environment.

One of the input parameters applies to a RADIUS server.
We do not currently have a RADIUS server and I'm instructed to install one.

I look in Duo and FreeRadius.
When you read Duo's RADIUS documents, a proxy is added to me so it is not a true RADIUS server. I have no experience with FreeRADIUS.

My plan is:

  1. Start an Azure VM and install a RADIUS server
  2. Link it to the same subnet as the DC provided by the PowerShell script.
  3. Run the PowerShell script and point to RADIUS.

I need guidance if I'm going in the right direction.