[DOCS] Add docs for Azure IO

docs/source/user_guide/integrations.rst

@@ -4,3 +4,4 @@ Integrations
 .. toctree::
 
     integrations/iceberg
+    integrations/microsoft-azure

docs/source/user_guide/integrations/microsoft-azure.rst

@@ -0,0 +1,38 @@
+Microsoft Azure
+===============
+
+Daft is able to read/write data to/from Azure Blob Store, and understands natively the URL protocols ``az://`` and ``abfs://`` as referring to data that resides
+in Azure Blob Store.
+
+.. WARNING::
+
+    Daft currently only supports globbing and listing files in storage accounts with `hierarchical namespaces <https://learn.microsoft.com/en-us/azure/storage/blobs/data-lake-storage-namespace>`_ enabled.
+
+    Hierarchical namespaces enable Daft to use its embarrassingly parallel globbing algorithm to improve performance of listing large nested directories of data.
+
+    Please file an issue if you need support for non-hierarchical namespace buckets! We'd love to support your use-case.
+
+Specifying a Storage Account
+----------------------------
+
+In Azure Blob Service, data is stored under the hierarchy of:
+
+1. Storage Account
+2. Container (sometimes referred to as "bucket" in S3-based services)
+3. Object Key
+
+URLs to data in Azure Blob Store come in the form: ``az://{CONTAINER_NAME}/{OBJECT_KEY}``.
+
+Given that the Storage Account is not a part of the URL, you must provide this separately. You can either rely on Azure's `environment variables <https://learn.microsoft.com/en-us/azure/storage/blobs/authorize-data-operations-cli#set-environment-variables-for-authorization-parameters>`_
+or you may choose to pass these values into your Daft I/O function calls using an :class:`daft.io.AzureConfig` config object:
+
+.. code:: python
+
+    from daft.io import IOConfig, AzureConfig
+
+    # Supply actual values for the storage_account and access key here
+    io_config = IOConfig(azure=AzureConfig(storage_account="***", access_key="***"))
+
+    # When calling any IO methods, you can pass in (potentially different!) IOConfigs
+    # Daft will use the AzureConfig when it encounters URLs starting with `az://` or `abfs://`
+    df = daft.read_parquet("az://my_container/my_path/**/*")