Update documentation links in checks: Azure

[antgamdia]

Description

This PR updates the documentation links in some checks; particularly, here we are updating those related to Azure.

Fixes #TRNT-4600

How was this tested?

N/A

Documentation changes

N/A

Additional information

Part of the PR saga:

• Update documentation links in checks: SAPHanaSR-angi #84
• Update documentation links in checks: AWS #85
• Update documentation links in checks: Azure #86
• Update documentation links in checks: GCP #87
• Update documentation links in checks: SUSE and others #88

[abravosuse]

Thank you! For the record, I am approving the request without verifying the links: neither if they work nor if the target content is relevant for each particular check. For the first part I am trusting our internal guardrails to let us know if any of the checks doesn't work. For the second part, maybe a review by the Checks Team would be appropriate.