As in this article, I will just focus on Azure Plug-in, Azure web app service and Deployment services, please see the official documentation to create your first Django project.
Once an MVP (a minimum valuable product) of your project is set up, we can explore how to deploy by using Azure.
Azure Plugin
It is now possible to create and manage Azure resources by installing the Azure plugin.
In Visual Studio Code, is possible to get from the plugin marketplace and install the official Azure Tools plugin.