Hello,
You're encountering this error because the extension isn't available in Azure Database for PostgreSQL.
The extensive list can be found here :
In terms of alternatives, you can't create truly "global" temporary tables in PostgreSQL in the same way you can in other RDBMS like SQL Server.
If you need a temporary table that is shared across sessions, you'll likely need to create a regular table and manage access and cleanup manually.
If you have a use case that requires global temporary tables, I would recommend reviewing your database architecture to see if there are different approaches you could take.