CI: add azure integration

[fangchenli]

Reference Issues or PRs

What does this implement/fix?

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• Bug fix (non-breaking change which fixes an issue)
• New feature (non-breaking change which adds a feature)
• Breaking change (fix or feature that would cause existing features not to work as expected)
• Documentation Update
• Code style update (formatting, renaming)
• Refactoring (no functional changes, no API changes)
• Build related changes
• Other (please describe):

Testing

• Did you test the pull request locally?
• Did you add new tests?

Any other comments?

[iameskild]

I think you're encountering the same issue I did when I last attempted to update Azure to use OIDC: #1694

[dcmcand]

@viniciusdc can you take a look at this and see if you can pick this up?