I have 40+ micro-services using Windows Service Bus 1.1 with lots of Queues/Topics/Subscriptions and messages, and I am going to use Azure Service Bus instead.
How can I move all the information and the farm on-premises to Azure?
Not sure you can "move" anything off on-premises into Azure. What you will need to do is to transition your solution. And that's where it's getting a bit hairy.
First, answer the question if you can stop your system for a massive redeployment w/o impacting the business. If you are (which would be rare), you're in a luck as you could take the system offline and "transition" to the new topology on the Azure Service Bus. But that is highly unpropable situation.
A more realistic scenario is when you cannot turn down the sytem. An approach to take is to transition gradually. 40 microservices you've mentioned operate on the same WSSB. You could attempt to take one by one on the Azure Service Bus, but then other services need to know how to communicate over ASB and WSSB as well. Potentially, having a middleware infrastructure that knows to send and recieve to/from both WSSB and ASB until you can disable the WSSB completely. The devil is in details, which for a clear reason cannot be shared here.
And there are also complications such as messages in flight that are sent in the future. Those need to be accounted for. I would recommend to turn to Microsoft support for some pointers, but be aware that the product is already out of support and they technically are not necessarily have to provide any assistence.