Azure embeddings documentation for knowledge (#2957)

Co-authored-by: Tony Kipkemboi <iamtonykipkemboi@gmail.com>

docs/concepts/knowledge.mdx

@@ -602,6 +602,30 @@ agent = Agent(
 )
 ```
 
+#### Configuring Azure OpenAI Embeddings
+
+When using Azure OpenAI embeddings:
+1. Make sure you deploy the embedding model in Azure platform first
+2. Then you need to use the following configuration:
+
+```python
+agent = Agent(
+    role="Researcher",
+    goal="Research topics",
+    backstory="Expert researcher",
+    knowledge_sources=[knowledge_source],
+    embedder={
+        "provider": "azure",
+        "config": {
+            "api_key": "your-azure-api-key",
+            "model": "text-embedding-ada-002", # change to the model you are using and is deployed in Azure
+            "api_base": "https://your-azure-endpoint.openai.azure.com/",
+            "api_version": "2024-02-01"
+        }
+    }
+)
+```
+
 ## Advanced Features
 
 ### Query Rewriting