My company wants to use Office 365 user credentials to logon on computers. I went as far as creating an on-premise Domain Controller and installed Azure AD Connect. But Office 365 users are not being created in the Domain.
If you want to login on workstation using Office 365 account, you need a Windows 10 Operating System
Azure Active Directory and Windows 10: Bringing the cloud to enterprise desktops! http://blogs.technet.com/b/ad/archive/2015/05/13/azure-active-directory-and-windows-10-making-the-enterprise-cloud-a-reality.aspx
Azure AD Join on Windows 10 devices http://blogs.technet.com/b/ad/archive/2015/05/28/azure-ad-join-on-windows-10-devices.aspx
If you already have an Active Directory on Premise, you can synchronize AD Account into Azure AD. You can also use only Full Cloud AAD users to login (with Windows 10)
Because your looking at this the wrong way. Azure AD connect is design to sync your internal domain users up to Azure/Office 365 so you can login into these service with these credentials, not to go the other way.
Most Azure/Office 365 already have on premises domains and want to ensure consistent credentials with the online services.