Business Analyst got a DE (?) Project

Hello everyone. I work as a Business Analyst in a startup that is about to be funded. I always thought about what should be an ideal data stack for us, since we don't have many resources, such as a DW, and most of the reports/dashboards consume data directly from the source using Power Query.

But I had a talk with the CEO today and he told me to plan what we need to truly build our data environment.

In my mind, the first thing we should do is to develop a cloud DW, consuming data from our multiple sources (mostly APIs and relational DBs). I have talked a bit with a couple of AIs to expand my views, but I wanted to hear from more experienced professionals.

- What tools do I need to build it from scratch?

- What processes need to be done?

- What costs should I be aware of?

- What knowledge base do you recommend?

- What else should I be aware of?

From an outside view, I can imagine it being built within the Microsoft stack, using Data Factory and Data Warehouse.

Thanks in advance!