Can we migrate Azure SQL Database's objects to In-Memory OLTP? Can we migrate Azure SQL Database's objects to In-Memory OLTP? IF yes then how to perform this step by step?
I cannot see how a write-heavy workload would be a good candidate for In-Memory OLTP on SQL Azure Database. That's because transaction log throughput is limited, no matter how many CPUs you have, and even in Business Critical:

https://www.brentozar.com/archive/2019/02/theres-a-bottleneck-in-azure-sql-db-storage-throughput/