From the Dashboard page, click "Create resources" and search "Ubuntu", find 'Ubuntu Server 16.04 LTS' (Long Term Support) and click it. This leads to a similar page shown below:
Enter a name you want for your virtual machine (e.g. Ubuntu16), and a public key file (.pub) in ssh-rsa format. Or you can choose to set a password instead for now. Pick a subscription you have (e.g. Free Trial), as well as a new or existing Resource group (this can be used to set rules, polices, e.g. set to open port 80) and a data-center location you prefer.
Now pick a size that fits the need (e.g. the Basic B1s - 1GB RAM 4GB Local SSD):
In the summary page, review your configuration choices, then click "Create" . Give a minute to Azure to create the VM, and once it's done you'll see it on your Dashboard.