Create SUPPORT.md (#18836)

SUPPORT.md

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+# Support
+
+## How to file issues and get help  
+
+Customers with an [Azure support plan](https://azure.microsoft.com/support/options/) can open an [Azure support ticket](https://azure.microsoft.com/support/create-ticket/).
+**We recommend this option if your problem requires immediate attention.** 
+
+### Github issues
+We use [GitHub Issues](https://github.com/Azure/azure-sdk-for-python/issues/new/choose) to track bugs, questions, and feature requests. 
+GitHub issues are free, but **response time is not guaranteed.** See [GitHub issues support process](https://devblogs.microsoft.com/azure-sdk/github-issue-support-process/) for more details.
+
+### Community resources
+- Search for similar issues in [our GitHub repository](https://github.com/Azure/azure-sdk-for-python/issues)
+- Ask a question on [StackOverflow](https://stackoverflow.com/questions/tagged/azure-sdk-python) and tag it with azure-sdk-python
+- Share or upvote feature requests on [Feedback Page](https://feedback.azure.com/forums/34192--general-feedback).
+- Take a look at the [Azure SDK blog](https://devblogs.microsoft.com/azure-sdk/).
+- Chat with other community members on [gitter](https://gitter.im/Azure/azure-sdk-for-python?source=orgpage)
+- Ask a question on [Twitter](https://twitter.com/AzureSDK)
+- Ask a question at [Microsoft Q&A](https://docs.microsoft.com/answers/products/azure?WT.mc_id=Portal-Microsoft_Azure_Support&product=all)
+- Ask a question at [Microsoft Tech Community](https://techcommunity.microsoft.com/t5/azure/ct-p/Azure)
+
+### Security bugs
+Security issues and bugs should be reported privately, via email, to the Microsoft Security Response Center(secure@microsoft.com). 
+You should receive a response within 24 hours. 
+Further information, including the MSRC PGP key, can be found in the [Security TechCenter](https://www.microsoft.com/msrc/faqs-report-an-issue?rtc=1)
+
+## Microsoft Support Policy
+
+Please refer to [Azure SDK Support and Lifecycle information](https://azure.github.io/azure-sdk/policies_support.html)