Been getting a few questions about integrating existing SBS servers with Office 365. The bad news is:
Azure AD Connect cannot be installed on Small Business Server or Windows Server Essentials. The server must be using Windows Server standard or better.
Azure AD Connect is supported on a Domain Controller (DC) just not on SBS (it won’t actually install in my experience). This means that you’ll need to factor in a separate members server to install Azure AD Connect so you can synchronise the users to Office 365.
Make sure you consult that link for all the other requirements for Azure AD Connect as well!