/lib/modules/4.18.0-1006-azure/build is in linux-headers-4.18.0-1006-azure 4.18.0-1006.6~18.04.1.
This file is owned by root:root, with mode 0o777.
It is a symlink to /usr/src/linux-headers-4.18.0-1006-azure
/usr/src/linux-headers-4.18.0-1006-azure