Improve docs for Azure OpenAI environment vars

[prithvikannan]

🛠 DevTools 🛠

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pip install git+https://github.com/mlflow/mlflow.git@refs/pull/10441/merge

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gh pr checkout 10441

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What changes are proposed in this pull request?

How is this PR tested?

• Existing unit/integration tests
• New unit/integration tests
• Manual tests

Does this PR require documentation update?

• No. You can skip the rest of this section.
• Yes. I've updated:
  • Examples
  • API references
  • Instructions

Release Notes

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• Yes. Give a description of this change to be included in the release notes for MLflow users.

What component(s), interfaces, languages, and integrations does this PR affect?

Components

• area/artifacts: Artifact stores and artifact logging
• area/build: Build and test infrastructure for MLflow
• area/docs: MLflow documentation pages
• area/examples: Example code
• area/gateway: AI Gateway service, Gateway client APIs, third-party Gateway integrations
• area/model-registry: Model Registry service, APIs, and the fluent client calls for Model Registry
• area/models: MLmodel format, model serialization/deserialization, flavors
• area/recipes: Recipes, Recipe APIs, Recipe configs, Recipe Templates
• area/projects: MLproject format, project running backends
• area/scoring: MLflow Model server, model deployment tools, Spark UDFs
• area/server-infra: MLflow Tracking server backend
• area/tracking: Tracking Service, tracking client APIs, autologging

Interface

• area/uiux: Front-end, user experience, plotting, JavaScript, JavaScript dev server
• area/docker: Docker use across MLflow's components, such as MLflow Projects and MLflow Models
• area/sqlalchemy: Use of SQLAlchemy in the Tracking Service or Model Registry
• area/windows: Windows support

Language

• language/r: R APIs and clients
• language/java: Java APIs and clients
• language/new: Proposals for new client languages

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• integrations/sagemaker: SageMaker integrations
• integrations/databricks: Databricks integrations

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• rn/breaking-change - The PR will be mentioned in the "Breaking Changes" section
• rn/feature - A new user-facing feature worth mentioning in the release notes
• rn/bug-fix - A user-facing bug fix worth mentioning in the release notes
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[dbczumar]

LGTM!