https://learn.microsoft.com/en-us/azure/dns/dns-operations-recordsets

Azure DNS Private Zone Auto Registration: For each virtual machine, an A record and a PTR record are created. DNS records for newly deployed virtual machines are also automatically created in the linked private DNS zone. When a virtual machine gets deleted, any associated DNS records also get deleted from the private DNS zone.

https://learn.microsoft.com/en-us/azure/dns/dns-import-export

The Azure CLI supports importing a zone file into Azure DNS. The portal and Powershell do not have this functionality.