Hi,
According to your description, we can deploy a VM in azure as the ZABBIX server, install and configure the ZABBIX on it. Then install ZABBIX agent to the VM which should be monitored.
There ZABBIX server listening on port 80 10050&10051, so we should add the inbound rules to ZABBIX server NSG. In the client we should add (port 10050&10051) inbound rules to the client NSG.
More information about manual installation configuration Zabbix monitoring services on Azure Linux virtual machine, please refer to the link below:
https://www.azure.cn/documentation/articles/open-source-azure-virtual-machines-linux-configure-zabbix-1

If we want to monitor the CPU Memory and disk, we can select Templates to monitor the VM.

If you still have questions, welcome to post back here. Thanks.
Best Regards,
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