Ola Hallengren's maintenance solution has several parts:
Database backups - you don't usually want to use these in Managed Instances because you can't restore the backups to another location, like on-premises. The only use for database backups is to restore them into another managed instance - like if you're doing it for disaster recovery, backing them up to blob storage, and then syncing that blob to a different Azure account (in case you're worried about a malicious actor closing your Azure account, and leaving you with no backups.) If you do want to use backups for that purpose, you can use the @Url parameter for the DatabaseBackup proc, and back up to a URL.
Integrity checks - these work the same way they work for normal SQL Server - no change for Ola's scripts here.
Index and statistics maintenance - these also work the same way they'd work on-premises, but be aware that with the limited transaction log throughput of Azure SQL DB and its relatives, you probably want to use the @Delay parameter when you rebuild/reorg indexes so that you slow down the amount of transaction log throughput you're generating, and leave some DTUs for user transactions.
Parameters common to all procs - don't try to log them to the file system, because you simply don't have access to the file system.