Add documentation for azure_storage (#36572)

source/_integrations/azure_storage.markdown

@@ -0,0 +1,46 @@
+---
+title: Azure Storage
+description: Instructions on how to setup Azure storage accounts to be used with backups.
+ha_release: 2025.3
+ha_category:
+  - Backup
+ha_iot_class: Cloud Polling
+ha_config_flow: true
+ha_domain: azure_storage
+ha_codeowners:
+  - '@zweckj'
+ha_integration_type: service
+---
+
+This integration allows you to use [Azure storage accounts](https://learn.microsoft.com/en-us/azure/storage/common/storage-account-overview) for use with Home Assistant Backups.
+
+{% include integrations/config_flow.md %}
+
+{% configuration_basic %}
+Storage account name:
+  description: "The name of the storage account. Only the name, nothing else."
+Container name:
+  description: "Blob container name to store the backups. If the container does not exist, it will be created. Defaults to `hass-backups`."
+Storage account key:
+  description: "One of the two storage account keys. Used to authenticate against the storage account"
+{% endconfiguration_basic %}
+
+
+## Known Limitations
+
+- Only storage accounts that have a default URL `storageaccountname.blob.core.windows.net` are supported at this point
+- Since only key based authentication is possible, this has to be enabled in your storage account.
+
+## Removing the integration
+
+This integration follows standard integration removal. No extra steps are required.
+
+{% include integrations/remove_device_service.md %}
+
+## Troubleshooting
+
+{% details "Authentication failure" %}
+
+Check that your storage account allows [`Shared Key` access](https://learn.microsoft.com/en-us/azure/storage/common/shared-key-authorization-prevent?tabs=portal#remediate-authorization-via-shared-key).
+
+{% enddetails %}