Hi @Joe, and welcome to the forum!
Honestly, I am not familiar with Azure KeyVault at all.
What I can point you to is our Reference Guide.
More specifically, the Access Control section of Axon Server.
Axon Server currently allows the construction of users through its CLI.
You can, however, also use the [LDAP](Access Control - LDAP - Axon Reference Guide and OAuth 2.0 extensions.
As stated, I don’t know the specifics of Azure KeyVault.
However, I’d assume they’d provide integration with LDAP and/or OAuth 2.0 one way or another.
It’s important to note though that Axon Server’s extensions are an Enterprise feature only.
Hence, if you’re using Axon Server Standard Edition, you’d not be able to use these extensions directly.
A step by step documentation how to achieve that would be wonderful.
As you might’ve guessed, there isn’t anything like that.
Nonetheless, I hope the Access Control pointers I gave you point you in the right direction, @Joe.
By the way, if the problem is a general usage request for enabling Azure Key Vault, maybe this tutorial from Microsoft themselves could help.