.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_OpenAIChatCompletion/Program.cs

@@ -0,0 +1,21 @@
+// Copyright (c) Microsoft. All rights reserved.
+
+// This sample shows how to create and use a simple AI agent with OpenAI Chat Completion as the backend.
+
+using System;
+using Microsoft.Extensions.AI.Agents;
+using OpenAI;
+
+var apiKey = Environment.GetEnvironmentVariable("OPENAI_APIKEY") ?? throw new InvalidOperationException("OPENAI_APIKEY is not set.");
+var modelName = Environment.GetEnvironmentVariable("OPENAI_MODEL") ?? "gpt-4o-mini";
+
+const string JokerName = "Joker";
+const string JokerInstructions = "You are good at telling jokes.";
+
+AIAgent agent = new OpenAIClient(
+    apiKey)
+     .GetChatClient(modelName)
+     .CreateAIAgent(JokerInstructions, JokerName);
+
+// Invoke the agent and output the text result.
+Console.WriteLine(await agent.RunAsync("Tell me a joke about a pirate."));