Azure OpenAI on your own data - Adding documentation #252

Hey community

I really like the Azure OpenAI on your own data Endpoint. This make it so easy, to setup an RAG system with SK and the underlying OpenAI SDK:
https://learn.microsoft.com/en-us/azure/ai-services/openai/concepts/use-your-data?tabs=ai-search%2Ccopilot

It is not the SK way to implement RAG, but super easy and good to get started.

I would be happy to document this functionality a little bit better in the SK docs or even as sample in the repo. But first, I wanted to make sure, that this also aligns with the SK team and community. Do you thinks this is a good idea to make the approach more popular in the documentation/samples?