Make creating an azure openai instance very easy to do

[StevenBucher98]

Summary of the new feature / enhancement

As a user, I may want to have a model localized to my Azure subscription but unsure how to do so.

Proposed technical implementation details (optional)

On first use we should offer an option for creating an Azure openAI resource and then an experience to let users choose their deployment subscription, resource group, AzOAI name, deployment name, model etc. Given it can be done via Az CLI now.
https://learn.microsoft.com/en-us/azure/ai-services/openai/how-to/create-resource?pivots=cli