You can build and deploy your own app - for examples follow https://learn.microsoft.com/en-us/azure/ai-services/openai/use-your-data-quickstart?tabs=command-line%2Cpython-new&pivots=programming-language-csharp
If the above response helps answer your question, remember to "Accept Answer" so that others in the community facing similar issues can easily find the solution. Your contribution is highly appreciated.
hth
Marcin