.NET: Add samples to show how to create an AIAgent for each provider. (#525)

* Add samples to show how to create an AIAgent for each provider.

* Update dotnet/samples/HowToCreateAnAIAgentByProvider/README.md

Co-authored-by: Copilot <175728472+Copilot@users.noreply.github.com>

* Address PR comments

---------

Co-authored-by: Copilot <175728472+Copilot@users.noreply.github.com>

dotnet/samples/HowToCreateAnAIAgentByProvider/AIAgent_With_AzureOpenAIChatCompletion/AIAgent_With_AzureOpenAIChatCompletion.csproj

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+<Project Sdk="Microsoft.NET.Sdk">
+
+  <PropertyGroup>
+    <OutputType>Exe</OutputType>
+    <TargetFramework>net9.0</TargetFramework>
+    <LangVersion>12</LangVersion>
+
+    <Nullable>enable</Nullable>
+    <ImplicitUsings>disable</ImplicitUsings>
+  </PropertyGroup>
+
+  <ItemGroup>
+    <PackageReference Include="Azure.AI.OpenAI" />
+    <PackageReference Include="Azure.Identity" />
+    <PackageReference Include="Microsoft.Extensions.AI.OpenAI" />
+  </ItemGroup>
+
+  <ItemGroup>
+    <ProjectReference Include="..\..\..\src\Microsoft.Extensions.AI.Agents.OpenAI\Microsoft.Extensions.AI.Agents.OpenAI.csproj" />
+    <ProjectReference Include="..\..\..\src\Microsoft.Extensions.AI.Agents\Microsoft.Extensions.AI.Agents.csproj" />
+  </ItemGroup>
+
+</Project>

dotnet/samples/HowToCreateAnAIAgentByProvider/AIAgent_With_AzureOpenAIChatCompletion/Program.cs

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+// Copyright (c) Microsoft. All rights reserved.
+
+// This sample shows how to create and use a simple AI agent with Azure OpenAI Chat Completion as the backend.
+
+using System;
+using Azure.AI.OpenAI;
+using Azure.Identity;
+using Microsoft.Extensions.AI.Agents;
+using OpenAI;
+
+var endpoint = Environment.GetEnvironmentVariable("AZURE_OPENAI_ENDPOINT") ?? throw new InvalidOperationException("AZURE_OPENAI_ENDPOINT is not set.");
+var deploymentName = Environment.GetEnvironmentVariable("AZURE_OPENAI_DEPLOYMENT_NAME") ?? "gpt-4o-mini";
+
+const string JokerName = "Joker";
+const string JokerInstructions = "You are good at telling jokes.";
+
+AIAgent agent = new AzureOpenAIClient(
+    new Uri(endpoint),
+    new AzureCliCredential())
+     .GetChatClient(deploymentName)
+     .CreateAIAgent(JokerInstructions, JokerName);
+
+// Invoke the agent and output the text result.
+Console.WriteLine(await agent.RunAsync("Tell me a joke about a pirate."));

dotnet/samples/HowToCreateAnAIAgentByProvider/AIAgent_With_AzureOpenAIChatCompletion/README.md

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+# Prerequisites
+
+Before you begin, ensure you have the following prerequisites:
+
+- .NET 8.0 SDK or later
+- Azure OpenAI service endpoint and deployment configured
+- Azure CLI installed and authenticated (for Azure credential authentication)
+
+**Note**: This demo uses Azure CLI credentials for authentication. Make sure you're logged in with `az login` and have access to the Azure OpenAI resource. For more information, see the [Azure CLI documentation](https://learn.microsoft.com/cli/azure/authenticate-azure-cli-interactively).
+
+Set the following environment variables:
+
+```powershell
+$env:AZURE_OPENAI_ENDPOINT="https://your-resource.openai.azure.com/" # Replace with your Azure OpenAI resource endpoint
+$env:AZURE_OPENAI_DEPLOYMENT_NAME="gpt-4o-mini"  # Optional, defaults to gpt-4o-mini
+```