docs: create AzureOpenAI Integration

docs/docs/guides/07-integrations/03-integrate-azure-openai-service.mdx

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+---
+title: Integrate Azure OpenAI Service with Jan
+slug: /guides/integrations/azure-openai-service
+description: Guide to integrate Azure OpenAI Service with Jan
+keywords:
+  [
+    Jan AI,
+    Jan,
+    ChatGPT alternative,
+    local AI,
+    private AI,
+    conversational AI,
+    no-subscription fee,
+    large language model,
+    integration,
+    Azure OpenAI Service,
+  ]
+---
+
+## Quick Introduction
+
+[Azure OpenAI Service](https://learn.microsoft.com/en-us/azure/ai-services/openai/overview?source=docs) provides a set of powerful APIs that enable you to easily integrate the OpenAI's language models.
+
+In this guide, we will show you how to integrate Azure OpenAI Service with Jan.
+
+## Steps to Integrate Azure OpenAI Service with Jan
+
+### 1. Configure Azure OpenAI Service API key
+
+Once you complete setting up and deploy the Azure OpenAI Service, you can find your API keys in the in `~/jan/engines/openai.json` file.