@Soyeon Cha Azure OpenAI currently only supports the models that are mentioned on this page. Some of the models are in preview and you might need to submit an additional form to get access to them. Azure OpenAI is constantly adding newer models from OpenAI's catalog, you can follow the updates of Azure OpenAI through this page.
All models available under Azure OpenAI are the same as OpenAI with the added advantage of Microsoft Azure security capabilities which enables easier integration of the service with other Azure services. Please see the FAQ which also answers this question about models that are currently available under Azure OpenAI.
One of the primary reasons Azure OpenAI is recommended is that Azure OpenAI doesn't use customer data to retrain models. As mentioned in the page referenced in your post the controls available to the customer to control the usage of their data is one of the driving factors to use Azure OpenAI over OpenAI.
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