Update README.md with Azure OpenAI ChatGPT example (#239)

Co-authored-by: coggsflod <richard.coggins@officedepot.com>

README.md

@@ -381,3 +381,43 @@ func main() {
 }
 ```
 </details>
+
+<details>
+<summary>Azure OpenAI ChatGPT</summary>
+
+```go
+package main
+
+import (
+	"context"
+	"fmt"
+
+	openai "github.com/sashabaranov/go-openai"
+)
+
+func main() {
+
+	config := openai.DefaultAzureConfig("your Azure OpenAI Key", "https://your Azure OpenAI Endpoint ", "your Model deployment name")
+	client := openai.NewClientWithConfig(config)
+	resp, err := client.CreateChatCompletion(
+		context.Background(),
+		openai.ChatCompletionRequest{
+			Model: openai.GPT3Dot5Turbo,
+			Messages: []openai.ChatCompletionMessage{
+				{
+					Role:    openai.ChatMessageRoleUser,
+					Content: "Hello Azure OpenAI!",
+				},
+			},
+		},
+	)
+
+	if err != nil {
+		fmt.Printf("ChatCompletion error: %v\n", err)
+		return
+	}
+
+	fmt.Println(resp.Choices[0].Message.Content)
+}
+```
+</details>