Jenkinsfile equivalent in Azure repos We have our source code in GitHub. We use Jenkins for CI. We had written a Jenkinsfile in the Github repos and used GitHub plugin for Jenkins. The plugin would scan the repos and then Jenkins would execute the code in Jenkinsfile for the builds. This works perfectly. 

Now, we are moving our source code from GitHub to Azure repos(https://azure.microsoft.com/en-us/services/devops/repos/) purely for non technical reasons. From what I could tell, looking around, there does not seem to be an equivalent of Git hub plugin for Azure repos in Jenkins. Is this correct. Also is there a plugin in Jenkins for Azure repos.
I'm new to Azure DevOps so I may be wrong - I think you are asking about using a Jenkins plugin to scan Azure Repos for Jenkinsfiles.

If you were moving to Azure DevOps, you can store your Azure Pipeline configuration, azure-pipelines.yml,  in YAML format and this can be stored in the code repository (like a Jenkinsfile).

For further pipeline details see; Create your first pipeline and YAML schema reference.

It looks like you can configure Azure Pipelines to scan your organization repos in Azure Repos and GitHub

The GitHub documentation does warn that this feature is actively being improved - so it may change in the future.

For GitHub you need also configure Azure Pipelines access using the GitHub app:

https://github.com/apps/azure-pipelines/installations/new/permissions