After creating your application, you'll connect a device instance for your development board that you'll be connecting to Azure with CircuitPython. This process will create the keys you need to include in your secrets.py file.
This opens the new device screen. Name your device. The device ID will be identical to the name. Then click Create.
This opens the Device connection groups window that has all of your secret connection keys. You will need the ID scope, Device ID and Primary key for your secrets.py file.
Now you're ready to connect to Microsoft Azure with CircuitPython!