When we click on "Manage" (previous screenshot), this is what we see:
PS C:\> Set-MsolDirSyncEnabled -EnableDirsync $true
We select "Active Directory Connector", right-click and then select "Properties".
We select "Configure Directory Partitions", click on "Containers" in the credentials section:
This cmdlet triggers the actual synchronization with Azure Active Directory:
DirSync will run on a regular schedule afterwards (there is no need to repeat the operation manually - in normal circumstances).