On Azure Stack HCI servers with version 21H2 and later, there is the capability for GPU enabled clustered VMs by using DDA on supported GPUs. For the list of supported GPUs, see the latest version of the Support Matrix.

For doing DDA, you have two paths on how to implement it, Windows Admin Center (WAC) or PowerShell. Dell Technologies recommends using the Windows Admin Center to reduce user error and conform to best practices. Detailed instructions on how to perform DDA on clustered VM are provided by Microsoft and can be found here Use GPUs with clustered VMs.
Once DDA is complete and the VM is assigned a GPU, you must install the Nvidia driver on the Guest VM for it to use the GPU. This driver can be found at NVIDIA Download Drivers. However, this time pick the correct operating system for the Guest Operating system field of the virtual machine using the DDA GPU.

For more instructions on installing the guest driver, see Section 4.1. Installing the NVIDIA vGPU Software Graphics Driver on Windows of NVIDIA Virtual GPU Software User Guide.
Once the driver is installed, your VM is ready to start using the DDA GPU.