There are several was to authenticate the adapter with Azure.
To create secrets for use with AD Service Principal:
az ad sp create-for-rbac -n azure-metric-adapter
az role assignment create --role "Monitoring Reader" --assignee-object-id <objectid> --resource-group sb-external-example
# use output from create-for-rbac to create secret
kubectl create secret generic adapter-service-principal -n custom-metrics --from-literal=azure-tenant-id=<tenantid> --from-literal=azure-client-id=<azure-client-id> --from-literal=azure-client-secret=<azure-client-secret>