I've created a working azure ad login into my local sitecore installation. That seems to "work". I can login so far.
I've mapped a a role to my azure user, that not working so good so I've assigned the mapped role diretly in the user editor to the created user.
Then it seems to work like it should except the Insert Link dialog and the file select dialog. They are not showing any tree Items. As you can see in the screenshot.
When I create a local user and assign the same role as my azure ad user then its working I can see the content tree in the dialog.
So far I think I've forgotten to create some "default" rights or so for my azure users perhaps for the everyone role but I don't know what.
And there seems to be more problems in showing the experience editor its not loading with the azure account but with the local account with the same assigned role its working.