To connect to your Cloud PC on macOS, follow these steps:
The Windows App is likely already pre-installed on your Mac. You can find it in the Applications folder. If not Software Centre has it and also its available from the Mac App Store.
If it's your first time using Windows App, navigate through the tour to learn more about Windows App, then select Done, or select Skip.
Windows App opens on the Devices tab. Select the plus (+) icon, then select Add Work or School Account.
Sign in with your user account for Windows 365.
After you sign in, the Devices tab shows your Cloud PC and any other services you have access to. If you don't see a Cloud PC, contact your administrator.
Find the Cloud PC you want to connect to. You can use the search box to help you find what you want to connect to.
Double-click the Cloud PC to connect. Once the connection to your device or app is complete, you're ready to start using it.
Additional information from Microsoft available at learn.microsoft.com