DOC-2401: Add integration docs for Azure OpenAI

[ltrouton]

Ticket: DOC-2401

Site: Staging branch

Changes:

• Add integration docs for Azure OpenAI

Pre-checks:

• [X] Branch prefixed with feature/<version>/, hotfix/<version>/, staging/<version>/, or release/<version>/
• [X] modules/ROOT/nav.adoc has been updated (if applicable)
• [X] Files has been included where required (if applicable)
• [X] Files removed have been deleted, not just excluded from the build (if applicable)
• [X] Files added for New product features, and included a release note entry.

Review:

• [ ] Documentation Team Lead has reviewed