[Azure.Identity] Add e2e testing instructions for Arc MI (#15095)

* Add e2e testing instructions for Arc

* Update with steps for Python 2.7

* Server and privilege setup clarification

* Add secret management permission instructions

sdk/identity/azure-identity/tests/managed-identity-live/azure_arc.md

@@ -0,0 +1,61 @@
+# Testing azure-identity in Azure Arc
+
+## Prerequisite tools
+
+1. A non-Azure Windows or Linux VM.
+2. Administrator privileges on the VM.
+3. An Azure Key Vault.
+4. Python 2.7 and 3.5+
+
+### Install Azure Arc on the VM
+
+> **Note:** You must be in your VM to install Azure Arc.
+
+1. Create an Azure Arc server resource on the [Azure Portal](https://portal.azure.com) (at the time of writing, the
+resource is named "Servers - Azure Arc").
+2. Choose to add an existing server using an interactive script.
+3. When creating the resource, fill in your desired subscription, resource group, and region for the VM. Choose the 
+operating system of your existing VM.
+4. No other configuration is necessary. You can go to the "Download and run script" tab and download the script shown.
+5. Once the script has been downloaded, run the script on your machine with administrator privileges.
+6. If using a Linux VM, run the following commands (using your user name for `<user>`) to gain necessary privileges:
+```
+sudo usermod -a -G himds <user>
+sudo setfacl -m "g:himds:r-x" /var/opt/azcmagent/tokens/
+sudo setfacl -m "g::r-x" /var/opt/azcmagent/tokens/
+```
+7. Arc setup should now be complete. Restart your VM to finalize your environment setup.
+8. After restarting, check your environment by searching for environment variables named `IDENTITY_ENDPOINT` and 
+`IMDS_ENDPOINT`. If they are not present, or don't resemble `http://localhost:40342/metadata/identity/oauth2/token` and 
+`http://localhost:40342` respectively, you may need to wait a short while or try restarting the VM again.
+
+## Give the Azure Arc VM access to the key vault
+
+For the tests to pass, the VM will need secret management permissions in your key vault. 
+
+1. Go to your key vault resource in the [Azure Portal](https://portal.azure.com).
+2. Go to the vault's "Access policies" page, and click "Add Access Policy". 
+3. Using the secret management template, select your Arc VM resource as the principal. 
+4. Click "Add".
+5. Don't forget to click "Save" at the top of the access policies page after the policy is added.
+
+## Run the azure-identity Tests on the Azure Arc VM
+
+> **Note:** The following steps are specific to Python.
+
+In a terminal window, run:
+```
+git clone https://github.com/Azure/azure-sdk-for-python --single-branch --branch master --depth 1
+cd azure-sdk-for-python/sdk/identity/azure-identity/tests/managed-identity-live
+```
+Set the environment variable `AZURE_IDENTITY_TEST_VAULT_URL` to the vault URI of your key vault.
+
+Install `requirements.txt`:
+```
+pip install -r requirements.txt
+```
+Run the managed identity tests, using the below command once with Python 2.7 and once with Python 3.5+:
+```
+pytest -k managed_identity_live
+```
+Expected output for each: `passed` for all tests run.