Can we use Scrum for Cloud Infrastructure projects?

Which aspects of the framework would advise you against using it? 

To quote the Scrum Guide. 

Scrum is a framework for developing, delivering, and sustaining complex products

Would a Cloud Infrastructure product match that criteria? That will provide you the answer to your first question.  If you said "yes" then keep reading.

If yes, what are the actions of items we need to start first for setup of Cloud Infrastructure?

None of us can tell you the action items you will need because every project at every company is different.  You and your team will have to determine all of this on your own. If you are not sure how to do this, I suggest that you read the Scrum Guide carefully.  It should provide you the insights on how Scrum can be useful for projects and then you will have to create your own processes for it.  Remember Scrum is a framework not a process.  So you will have to do the work to produce your own action items.

The Scrum Guide also states:

Scrum is founded on empirical process control theory, or empiricism. Empiricism asserts that knowledge comes from experience and making decisions based on what is known. Scrum employs an iterative, incremental approach to optimize predictability and control risk.

Is there a desire to make empirical decisions about the future development of this cloud infrastructure?

If the evidence suggests that a certain approach is not delivering the expected results, is there the option to change direction, based on this?

Would anyone be brave enough to move away from the cloud infrastructure if empirical evidence – at some point in the future – suggests that it would be wise to do so?

Does anyone value finding this empirical evidence early in the development of the cloud infrastructure?

If the answer to all of these is yes, Scrum might be the right framework.