Added steps to provision Azure IoTHub

AzureSetup.md

@@ -1,5 +1,14 @@
 # Provision required Azure services
 
-## Create an IoT Hub
+## Provision IoT Hub/Device in Azure
 
-## Create an IoT Device in the IoT Hub
+The following operations can all be done from the Azure Portal. I'm showing the commands using the Azure CLI which I find more convenient.
+
+1. Create a resource group with the command: `az group create -l northeurope -g RES_GROUP_NAME`
+2. Crete an IoT Hub with the command: `az iot hub create -l northeurope -g RES_GROUP_NAME --sku B1 -n IOTHUB_NAME`
+
+    - This is a Basic 1 tier, which means that features like cloud-to-device messaging won't be available. If you want to use them, provision an S1 instead.
+
+3. Create an IoT Device with the command `az iot hub device-identity create -g RES_GROUP_NAME -n IOTHUB_NAME --device-id NAME_YOUR_DEVICE`. This creates an IoT device configuration on the IoT Hub, which you'll use to push readings to it. By default the authentication method is Shared Access Key.
+
+4. Copy the IoT device's Connection String, with the command: `az iot hub device-identity show-connection-string -g RES_GROUP_NAME -n IOTHUB_NAME --device-id NAME_YOUR_DEVICE`. Copy the string starting with "Hostname=..." to a text editor for later use.