Azure Virtual Machine Scale Sets let you create and manage a group of load balanced VMs. The number of VM instances can automatically increase or decrease in response to demand or a defined schedule.
First go to Azure portal and click on the search bar for Virtual Machine Scale Set

click on create

Fill in the necessary: subscription, resource group, and a name

Create a username and a password

go to Networking tab and select Azure load balancer

Go to health tab and click on application health monitoring

click on review and create

Allow it to validate and click create

Then go to the resource group and click on scale

There you will see that your scale set is completed