(doc) Updates Phrasing on Azure ClientSetup

[JPRuskin]

Description Of Changes

This commit attempts to reduce confusion around the ClientSetup script referenced in the endpoint joining doc, and also converts the script to the new DynamicCodeBlock.

Motivation and Context

Customers were being confused by the reference to the ClientSetup script.

Testing

• [x] I have previewed these changes using the Docker Container or another method before submitting this pull request.

Change Types Made

• ~[ ] Minor documentation fix (typos etc.).~
• [x] Major documentation change (refactoring, reformatting or adding documentation to existing page).
• ~[ ] New documentation page added.~
• ~[ ] The change I have made should have a video added, and I have raised an issue for this.~

Change Checklist

• ~[ ] Requires a change to menu structure (top or left-hand side)/~
• ~[ ] Menu structure has been updated~