feat(data-warehouse): Added a doc on connecting azure blobs

contents/docs/data-warehouse/setup/azure.md

@@ -0,0 +1,45 @@
+---
+title: Linking Azure as a source
+sidebar: Docs
+showTitle: true
+availability:
+  free: full
+  selfServe: full
+  enterprise: full
+---
+
+The data warehouse can link to data in your Azure storage accounts.
+
+1. Create an Azure storage account
+2. Create a blob container
+3. Upload data and link to PostHog
+
+### Step 1: Create an Azure storage account
+Firstly, log into Azure and go to Storage Accounts, then create a storage account by following [this Azure guide](https://learn.microsoft.com/en-us/azure/storage/common/storage-account-create?tabs=azure-portal#create-a-storage-account). In the "Advanced" section, ensure to check "Allow enabling anonymous access on individual containers"
+
+![enabling anonymous access](https://res.cloudinary.com/dmukukwp6/image/upload/Screenshot_2024_07_15_at_17_48_56_e83877dec0.png)
+
+### Step 2: Create a blob container
+Once the storage account has been created, follow [this guide to create a blob container](https://learn.microsoft.com/en-us/azure/storage/blobs/storage-quickstart-blobs-portal#create-a-container).
+
+When creating the container, ensure you set the "anonymous access level" to Blob (anonymous read access)
+
+![container anonymous access level](https://res.cloudinary.com/dmukukwp6/image/upload/Screenshot_2024_07_15_at_17_54_36_2bb9d63ebd.png)
+
+### Step 3: Upload data and link to PostHog
+[Upload your data to the newly created container](https://learn.microsoft.com/en-us/azure/storage/blobs/storage-quickstart-blobs-portal#upload-a-block-blob), Parquet files are the recommended format, but PostHog also work with JSON and CSVs too. 
+
+Find the newly created file via the storage browser menu item. Once found, open the details and find the URL property - copy this to your clipboard, we'll need it when linking to the file in PostHog.
+
+![copy blob file](https://res.cloudinary.com/dmukukwp6/image/upload/Screenshot_2024_07_15_at_17_59_09_2f888aaa2f.png)
+
+1. On PostHog, open your Data Warehouse tab and hit "Link source" in the top right corner
+2. Select Azure from the self managed section
+3. Enter a name for your dataset and paste the copied URL into the "Files URL pattern" box
+4. Select the correct format for your data
+5. Enter the storage account name (this is name of the storage account you created in step 1)
+6. Find and paste your storage account key next - you can use [this Azure doc](https://learn.microsoft.com/en-us/azure/storage/common/storage-account-keys-manage?tabs=azure-portal#view-account-access-keys) to view your access keys
+
+![linking your data in posthog](https://res.cloudinary.com/dmukukwp6/image/upload/Screenshot_2024_07_15_at_18_10_06_f93fadf82b.png)
+
+That's it! You should be able to query the data from the PostHog SQL editor.

contents/docs/data-warehouse/setup/index.mdx

@@ -25,6 +25,7 @@ To link a source, go to the data warehouse tab, and click **Link source** in the
 - Snowflake
 - R2
 - Google Cloud Storage
+- [Azure](/docs/data-warehouse/setup/azure)
 
 You can find the set up instructions in-app or in the source specific docs.