Adds Azure API key example for LLM configuration

[ChrisHowlin]

Description

Adds Azure API key example for LLM configuration. This is useful as it is not the same as the expected OpenAI Azure client variable (AZURE_OPENAI_API_KEY)

Types of change

• Documentation

Checklist

• I confirm that I have the right to submit this contribution under the project's MIT license.
• I ran the tests, and all new and existing tests passed.
• My changes don't require a change to the documentation, or if they do, I've added all required information.