Update azure with az command (#6042)

As the download page[1], the command name is "az", not "azure". This
replaces "azure" command with "az" command for fixing it.
In addition, "az account list-locations" is correct command line to
know available location as [2].

[1]: https://docs.microsoft.com/en-gb/azure/xplat-cli-install
[2]: https://docs.microsoft.com/en-us/cli/azure/account?view=azure-cli-latest#az-account-list-locations