[Docs] Add docs for Azure OpenAI provider (#804)

configs/azure_openai.yaml

@@ -0,0 +1,19 @@
+app:
+  config:
+    id: azure-openai-app
+
+llm:
+  provider: azure_openai
+  model: gpt-35-turbo
+  config:
+    deployment_name: your_llm_deployment_name
+    temperature: 0.5
+    max_tokens: 1000
+    top_p: 1
+    stream: false
+
+embedder:
+  provider: azure_openai
+  config:
+    model: text-embedding-ada-002
+    deployment_name: you_embedding_model_deployment_name