AI API with Microsoft Tools

Hi all,

I saw Megan Torrance's work at LHRCON and DevLearn with AI call and response.  I found a similar video from Devlin Peck regarding how to use OpenAI's API keys to integrate into a SL project.  

My question is...does anyone know how to do this within Microsoft's AI tools?  Either CoPilot or Azure AI?  I'm really looking how to leverage upcoming AI tools into our work in a highly customized, interactive manner.