Create a small Azure environment and put identity security controls in place. Apply Conditional Access policies, assign users to built-in roles, enable Privileged Identity Management (PIM) for just-in-time access, and create custom roles. Apply the principles of least-privilege access.

Deploy a sample web application in Azure App Service, secure traffic using Azure Firewall, and configure a Web Application Firewall (WAF) on Azure Front Door or Application Gateway. Include NSGs, service endpoints, and logging to monitor malicious activity.

Connect Azure resources (VMs, storage, and Azure AD logs) to Microsoft Sentinel, create custom analytics rules for threat detection, and simulate incidents. Build workbooks for visualization and create automated playbooks (Logic Apps) for incident response.