In current build 10122 it will at first look as you are not able to connect your Microsoft Account (MSA) after you have Azure Domain joined your device. This is just an lack in GUI. I will show you a way to do this in build 10122 to make you able to be both Azure AD Domain joined and at the same time access the Store and the other MSA-integrated functions in Windows 10
UPDATE: It seems that in current build the connect MSA is still missing, but my solution in this post does not work the same way anymore. Investegating…
Lets first assume that you have at least Windows 10 Pro build 10122 and that you selected that your computer is owned by your company and authenticated with your Azure Identit during the OOBE experience.
When you log into your computer with your organisational id, you will see in settings-about that the machine is joined an organisation. But there is no option under either about or accounts to connect your MSA on your computer.
So how do you connect your MSA to get access to Onedrive, Apps and the other stuff? I found the easiest way to do this is to open the Store(beta) and go from there: Here you will have the option to Sign in with your MSA (email@example.com) . But the GUI will now tell you to Switch to an MSA on your computer instead of connecting it too your AAD credential.
That is just a bad GUI experience in the current build, so dont be afraid to contine the process.
After you sign inn with your MSA it will finaly tell you that you are actualle connecting your accounts together on your Windows 10 client and not actually switching to MSA only.
And you’re connected. The following two screenshots will show that I am on my AAD joined machine with my MSA connected too.