Use AzureOpenAI in OpenAIWrapper

[yiranwu0]

Why are these changes needed?

Creating AzureOpenAI in OpenAIWrapper if api_type is "azure"

Related issue number

Checks

• I've included any doc changes needed for https://microsoft.github.io/autogen/. See https://microsoft.github.io/autogen/docs/Contribute#documentation to build and test documentation locally.
• I've added tests (if relevant) corresponding to the changes introduced in this PR.
• I've made sure all auto checks have passed.

[sonichi]

@kevin666aa if you'd like help with this PR, I'm happy to find helpers from discord.

[yiranwu0]

@kevin666aa if you'd like help with this PR, I'm happy to find helpers from discord.

Yes, thanks!

[cforce]

@kevin666aa can you please rebase and and check tests afterwards 🙏

[yiranwu0]

@cforce This PR should be closed. The described feature is implemented in #1232.