Install and use Azure SDK Is it possible to install Azure SDK via Composer within a Drupal site and use it in custom modules?
{
  &quot;require&quot;: {
    &quot;microsoft/windowsazure&quot;: &quot;*&quot;
  }
}

Also according to Microsoft docs, below code should be used in order to use Azure API. Not sure where though.
require_once 'vendor/autoload.php';
use WindowsAzure\Common\ServicesBuilder;
You don't need to autoload it in Drupal.
what you need is in the root of the Drupal run :
composer require microsoft/windowsazure 

then in your custom module use it with
use WindowsAzure\Common\ServicesBuilder;