Hi Sean, there is no dedicated loader for Entra - Active directory, however in connect admin you can configure the AD connection which will actually sync and create users in connect.
I would start on some test server - there is hi chance if you do not configure filters to be restrictive, in can create quite a lot of users, and actually can create mess in connect - and conflict with existing users.
The good practice is to have not more I would say 2.000 users in a group -> don't forget they are automatically assigned to default group.
You can find some hint in attached picture.
the best practice I would say would be to have a connect users in AD groups based on permissions and sync just this subset of users.
Hope it make sense to you, and I did not confused you.